Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2819853.9472 | 2610945.5266 | 208908.4206 | 32755747.3035 | 29071591.1404 | 3684156.1631 |
Total P&L (%) | 2819.8539 | 2610.9455 | 208.9084 | 32755.7473 | 29071.5911 | 3684.1562 |
Avg Daily Profit (%) | 1.2687 | 1.1747 | 0.094 | 0.2611 | 0.2557 | 0.1636 |
Buy And Hold Return (%) | 213.6187 | 213.6187 | 213.6187 | 213.6187 | 213.6187 | 213.6187 |
Max Trade Drawdown | -170584 | -92230 | -103980 | -110836301 | -41341832 | -73240996 |
Profit Factor | 6.5699 | 11.7766 | 1.7914 | 1.1428 | 1.269 | 1.0304 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 46.6667 | 48.6486 | 44.7368 | 46.6667 | 48.6486 | 44.7368 |
Ratio Avg Win / Avg Loss | 7.5085 | 12.4309 | 2.2129 | 1.3061 | 1.3395 | 1.2728 |
Largest Winning Trade | 2329114 | 2329114 | 56899 | 50125052 | 50125052 | 23535697 |
Largest Losing Trade | -34895 | -34895 | -33031 | -28442162 | -13837743 | -28442162 |
Avg Bars in Trades | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Winners | 121 | 110 | 133 | 121 | 110 | 133 |
Avg Bars in Losers | 54 | 58 | 51 | 54 | 58 | 51 |
Bars Traded | 6453 | 3104 | 3349 | 6453 | 3104 | 3349 |
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 | -40472 | 773979 | -231900 | -117425 | 283970 | -181414 |
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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) |
---|