Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2678917.3289 | 2546940.4568 | 131976.8721 | 15794751.2349 | 14041474.0571 | 1753277.1777 |
Total P&L (%) | 2678.9173 | 2546.9405 | 131.9769 | 15794.7512 | 14041.4741 | 1753.2772 |
Avg Daily Profit (%) | 1.212 | 1.1523 | 0.0597 | 0.2296 | 0.2243 | 0.1322 |
Buy And Hold Return (%) | 805.1858 | 805.1858 | 805.1858 | 805.1858 | 805.1858 | 805.1858 |
Max Trade Drawdown | -118393 | -82159 | -97935 | -22712212 | -15555527 | -22441376 |
Profit Factor | 4.4418 | 7.4473 | 1.3443 | 1.1229 | 1.2157 | 1.0276 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 33.7931 | 34.2466 | 33.3333 | 33.7931 | 34.2466 | 33.3333 |
Ratio Avg Win / Avg Loss | 8.7022 | 14.2987 | 2.6886 | 2.2 | 2.3342 | 2.0553 |
Largest Winning Trade | 2199622 | 2199622 | 47464 | 18332603 | 18332603 | 8529081 |
Largest Losing Trade | -41723 | -26718 | -41723 | -6332269 | -5460830 | -6332269 |
Avg Bars in Trades | 89 | 87 | 92 | 89 | 87 | 92 |
Avg Bars in Winners | 186 | 176 | 196 | 186 | 176 | 196 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 13049 | 6422 | 6627 | 13049 | 6422 | 6627 |
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 | 438114 | -59050 | -363445 | -81839 | -69159 | -296806 |
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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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