Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2894303.8962 | 2765142.2153 | 129161.6809 | 18596330.5535 | 12239460.3363 | 6356870.2172 |
Total P&L (%) | 2894.3039 | 2765.1422 | 129.1617 | 18596.3306 | 12239.4603 | 6356.8702 |
Avg Daily Profit (%) | 1.3041 | 1.2459 | 0.0582 | 0.236 | 0.2172 | 0.188 |
Buy And Hold Return (%) | 550.1449 | 550.1449 | 550.1449 | 550.1449 | 550.1449 | 550.1449 |
Max Trade Drawdown | -95556 | -72496 | -106735 | -15524243 | -13737574 | -7706926 |
Profit Factor | 4.1696 | 7.2769 | 1.2733 | 1.2206 | 1.2986 | 1.1468 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 36.0577 | 34.6154 | 37.5 | 36.0577 | 34.6154 | 37.5 |
Ratio Avg Win / Avg Loss | 7.3942 | 13.7452 | 2.1222 | 2.1646 | 2.453 | 1.9113 |
Largest Winning Trade | 2399909 | 2399909 | 53125 | 9889765 | 9889765 | 5543119 |
Largest Losing Trade | -21519 | -20392 | -21519 | -4128551 | -4128551 | -3932523 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 6554 | 3103 | 3451 | 6554 | 3103 | 3451 |
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 | 550694 | 532195 | -285091 | 169988 | 122008 | -55151 |
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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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