Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2390136.2028 | 2189289.3989 | 200846.8038 | 54955909.0616 | 22254323.2456 | 32701585.816 |
Total P&L (%) | 2390.1362 | 2189.2894 | 200.8468 | 54955.9091 | 22254.3232 | 32701.5858 |
Avg Daily Profit (%) | 1.052 | 0.9636 | 0.0884 | 0.2782 | 0.2384 | 0.2553 |
Buy And Hold Return (%) | 166.6667 | 166.6667 | 166.6667 | 166.6667 | 166.6667 | 166.6667 |
Max Trade Drawdown | -103480 | -42799 | -79227 | -13873535 | -9511542 | -14663738 |
Profit Factor | 5.7036 | 10.3623 | 1.7322 | 1.7159 | 1.7149 | 1.7165 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 54.5455 | 50.6024 | 58.5366 | 54.5455 | 50.6024 | 58.5366 |
Ratio Avg Win / Avg Loss | 4.753 | 10.1155 | 1.227 | 1.4299 | 1.6741 | 1.2159 |
Largest Winning Trade | 1658130 | 1658130 | 63078 | 14087967 | 12658310 | 14087967 |
Largest Losing Trade | -32689 | -22962 | -32689 | -12990722 | -5259970 | -12990722 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 6416 | 2947 | 3469 | 6416 | 2947 | 3469 |
Profit Streak | 56.0697 | 56.0697 | 332.403 | 56.0697 | 56.0697 | 332.403 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 868708 | 797182 | -176389 | 478140 | 429247 | 324152 |
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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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