Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2096615.1151 | 1884694.1188 | 211920.9963 | 58581290.2526 | 35845141.4204 | 22736148.8322 |
Total P&L (%) | 2096.6151 | 1884.6941 | 211.921 | 58581.2903 | 35845.1414 | 22736.1488 |
Avg Daily Profit (%) | 1.1355 | 1.0207 | 0.1148 | 0.3458 | 0.3192 | 0.2946 |
Buy And Hold Return (%) | 132.2743 | 132.2743 | 132.2743 | 132.2743 | 132.2743 | 132.2743 |
Max Trade Drawdown | -44856 | -44744 | -46527 | -29863868 | -22183440 | -13398540 |
Profit Factor | 7.1233 | 11.4977 | 2.3012 | 1.5901 | 1.6354 | 1.5305 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 34.1463 | 36.5854 | 31.7073 | 34.1463 | 36.5854 | 31.7073 |
Ratio Avg Win / Avg Loss | 13.7378 | 19.9294 | 4.9564 | 3.0667 | 2.8348 | 3.2965 |
Largest Winning Trade | 1497081 | 1497081 | 76861 | 31181304 | 29631813 | 31181304 |
Largest Losing Trade | -19889 | -19303 | -19889 | -13631710 | -13631710 | -5120965 |
Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
Avg Bars in Winners | 204 | 185 | 226 | 204 | 185 | 226 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 7049 | 3501 | 3549 | 7049 | 3501 | 3549 |
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 | 253532 | 601370 | -52018 | -2690 | 250997 | 157371 |
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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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