Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2711201.9235 | 2547746.4769 | 163455.4466 | 28948011.4851 | 23413155.6417 | 5534855.8433 |
Total P&L (%) | 2711.2019 | 2547.7465 | 163.4554 | 28948.0115 | 23413.1556 | 5534.8558 |
Avg Daily Profit (%) | 1.2226 | 1.1489 | 0.0737 | 0.2561 | 0.2465 | 0.182 |
Buy And Hold Return (%) | 720.4614 | 720.4614 | 720.4614 | 720.4614 | 720.4614 | 720.4614 |
Max Trade Drawdown | -111950 | -68712 | -96868 | -100858747 | -47720004 | -91715594 |
Profit Factor | 4.6372 | 8.7273 | 1.3932 | 1.0682 | 1.1277 | 1.0229 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 50.3311 | 51.3158 | 49.3333 | 50.3311 | 51.3158 | 49.3333 |
Ratio Avg Win / Avg Loss | 4.5762 | 8.2797 | 1.4309 | 1.0541 | 1.0698 | 1.0506 |
Largest Winning Trade | 2199896 | 2199896 | 56562 | 47779930 | 47779930 | 27352128 |
Largest Losing Trade | -38888 | -28809 | -38888 | -37805551 | -18347308 | -37805551 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 77 | 74 | 80 | 77 | 74 | 80 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 8704 | 4325 | 4379 | 8704 | 4325 | 4379 |
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 | 700675 | -29924 | -316865 | -136187 | -120944 | -244623 |
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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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