Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2801579.181 | 2647006.9498 | 154572.2312 | 18253083.2366 | 4479708.8035 | 13773374.4331 |
Total P&L (%) | 2801.5792 | 2647.007 | 154.5722 | 18253.0832 | 4479.7088 | 13773.3744 |
Avg Daily Profit (%) | 1.3453 | 1.2711 | 0.0742 | 0.2506 | 0.1838 | 0.2371 |
Buy And Hold Return (%) | 481.4153 | 481.4153 | 481.4153 | 481.4153 | 481.4153 | 481.4153 |
Max Trade Drawdown | -110101 | -75722 | -62294 | -11029049 | -12076333 | -4824706 |
Profit Factor | 5.2134 | 9.3199 | 1.4457 | 1.3606 | 1.1618 | 1.6006 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 37.5 | 35.9375 | 39.0625 | 37.5 | 35.9375 | 39.0625 |
Ratio Avg Win / Avg Loss | 8.6889 | 16.6137 | 2.2554 | 2.2677 | 2.0711 | 2.4969 |
Largest Winning Trade | 2403540 | 2403540 | 51247 | 8537520 | 8537520 | 6345463 |
Largest Losing Trade | -30670 | -21259 | -30670 | -4776471 | -2869574 | -4776471 |
Avg Bars in Trades | 193 | 193 | 193 | 193 | 193 | 193 |
Avg Bars in Winners | 346 | 344 | 349 | 346 | 344 | 349 |
Avg Bars in Losers | 101 | 109 | 93 | 101 | 109 | 93 |
Bars Traded | 24765 | 12405 | 12360 | 24765 | 12405 | 12360 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586149 | -123824 | -401244 | 198506 | -178413 | -132327 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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