Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2868876.2136 | 2717564.1694 | 151312.0442 | 29756237.2247 | 21171070.1619 | 8585167.0627 |
Total P&L (%) | 2868.8762 | 2717.5642 | 151.312 | 29756.2372 | 21171.0702 | 8585.1671 |
Avg Daily Profit (%) | 1.2943 | 1.2261 | 0.0683 | 0.2574 | 0.2421 | 0.2016 |
Buy And Hold Return (%) | 555.3512 | 555.3512 | 555.3512 | 555.3512 | 555.3512 | 555.3512 |
Max Trade Drawdown | -155517 | -87393 | -111392 | -72778075 | -38816926 | -55181548 |
Profit Factor | 4.3906 | 7.842 | 1.337 | 1.1035 | 1.1507 | 1.0584 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 42.953 | 41.3333 | 44.5946 | 42.953 | 41.3333 | 44.5946 |
Ratio Avg Win / Avg Loss | 5.8313 | 11.1305 | 1.6612 | 1.4655 | 1.6332 | 1.315 |
Largest Winning Trade | 2263118 | 2263118 | 46933 | 25793183 | 25793183 | 25305795 |
Largest Losing Trade | -38179 | -38179 | -32364 | -19767519 | -19767519 | -14341832 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 92 | 89 | 94 | 92 | 89 | 94 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 8705 | 4224 | 4481 | 8705 | 4224 | 4481 |
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 | 625465 | -39692 | -332701 | -100526 | -105629 | -214814 |
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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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