Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2006156.1506 | 1797097.7559 | 209058.3947 | 60249286.9973 | 36790371.0361 | 23458915.9612 |
Total P&L (%) | 2006.1562 | 1797.0978 | 209.0584 | 60249.287 | 36790.371 | 23458.916 |
Avg Daily Profit (%) | 1.0854 | 0.9723 | 0.1131 | 0.347 | 0.3203 | 0.296 |
Buy And Hold Return (%) | 101.2545 | 101.2545 | 101.2545 | 101.2545 | 101.2545 | 101.2545 |
Max Trade Drawdown | -49941 | -41628 | -54263 | -41932358 | -21699506 | -20232851 |
Profit Factor | 7.8347 | 14.4009 | 2.3113 | 1.6417 | 1.7222 | 1.5462 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 11.5953 | 22.8014 | 3.2003 | 2.4297 | 2.7269 | 2.1409 |
Largest Winning Trade | 1412371 | 1412371 | 76247 | 36492028 | 28327519 | 36492028 |
Largest Losing Trade | -18255 | -18255 | -18194 | -16437805 | -16437805 | -7946935 |
Avg Bars in Trades | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Winners | 170 | 171 | 170 | 170 | 171 | 170 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 5291 | 2625 | 2666 | 5291 | 2625 | 2666 |
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 | -140599 | 626873 | -47229 | -150138 | 284377 | 301720 |
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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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