Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2840110.2346 | 2608846.1945 | 231264.0401 | 79081391.3179 | 27413655.9905 | 51667735.3274 |
Total P&L (%) | 2840.1102 | 2608.8462 | 231.264 | 79081.3913 | 27413.656 | 51667.7353 |
Avg Daily Profit (%) | 1.274 | 1.1703 | 0.1037 | 0.2998 | 0.2523 | 0.2807 |
Buy And Hold Return (%) | 603.1093 | 603.1093 | 603.1093 | 603.1093 | 603.1093 | 603.1093 |
Max Trade Drawdown | -91056 | -74025 | -54012 | -113238704 | -97838372 | -45722193 |
Profit Factor | 6.4567 | 9.1131 | 2.1626 | 1.2579 | 1.1446 | 1.4411 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 51.2195 | 48.7805 | 53.6585 | 51.2195 | 48.7805 | 53.6585 |
Ratio Avg Win / Avg Loss | 6.1492 | 9.5688 | 1.8677 | 1.198 | 1.2019 | 1.2446 |
Largest Winning Trade | 2210740 | 2210740 | 46265 | 64907983 | 64907983 | 36491974 |
Largest Losing Trade | -35315 | -30060 | -35315 | -37020935 | -37020935 | -17899100 |
Avg Bars in Trades | 105 | 122 | 87 | 105 | 122 | 87 |
Avg Bars in Winners | 156 | 190 | 125 | 156 | 190 | 125 |
Avg Bars in Losers | 51 | 58 | 43 | 51 | 58 | 43 |
Bars Traded | 8610 | 5031 | 3579 | 8610 | 5031 | 3579 |
Profit Streak | 0 | 133.2931 | 0 | 0 | 133.2931 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428196 | 727669 | -215638 | 3528 | -52823 | 366626 |
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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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