Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2679152.6165 | 2478700.5539 | 200452.0625 | 57510738.0831 | 14518021.655 | 42992716.4281 |
Total P&L (%) | 2679.1526 | 2478.7006 | 200.4521 | 57510.7381 | 14518.0217 | 42992.7164 |
Avg Daily Profit (%) | 1.2086 | 1.1182 | 0.0904 | 0.2872 | 0.2251 | 0.274 |
Buy And Hold Return (%) | 723.2949 | 723.2949 | 723.2949 | 723.2949 | 723.2949 | 723.2949 |
Max Trade Drawdown | -123710 | -72435 | -103316 | -127968570 | -65481415 | -98429342 |
Profit Factor | 4.6553 | 8.1095 | 1.5216 | 1.1547 | 1.0787 | 1.2295 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 47.9769 | 50.5747 | 45.3488 | 47.9769 | 50.5747 | 45.3488 |
Ratio Avg Win / Avg Loss | 5.048 | 7.9252 | 1.8337 | 1.2521 | 1.0542 | 1.4817 |
Largest Winning Trade | 2096423 | 2096423 | 52714 | 42431272 | 27681420 | 42431272 |
Largest Losing Trade | -40727 | -23757 | -40727 | -36983753 | -18885594 | -36983753 |
Avg Bars in Trades | 50 | 50 | 49 | 50 | 50 | 49 |
Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 8695 | 4411 | 4284 | 8695 | 4411 | 4284 |
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 | 673091 | 683706 | -237599 | -41473 | -125952 | 222860 |
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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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