Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2000256.5646 | 1866042.3467 | 134214.2179 | 13751758.1287 | 5074574.8749 | 8677183.2538 |
Total P&L (%) | 2000.2566 | 1866.0423 | 134.2142 | 13751.7581 | 5074.5749 | 8677.1833 |
Avg Daily Profit (%) | 0.8474 | 0.7906 | 0.0569 | 0.2091 | 0.1673 | 0.1898 |
Buy And Hold Return (%) | 464.3003 | 464.3003 | 464.3003 | 464.3003 | 464.3003 | 464.3003 |
Max Trade Drawdown | -101222 | -143008 | -64323 | -7924739 | -5309916 | -2614823 |
Profit Factor | 4.751 | 7.5407 | 1.5413 | 1.5999 | 1.3832 | 1.8964 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 36.5385 | 28.8462 | 44.2308 | 36.5385 | 28.8462 | 44.2308 |
Ratio Avg Win / Avg Loss | 8.2517 | 18.6004 | 1.9433 | 2.7787 | 3.4118 | 2.3911 |
Largest Winning Trade | 1444746 | 1444746 | 61016 | 8252126 | 5352574 | 8252126 |
Largest Losing Trade | -29662 | -23224 | -29662 | -3052309 | -3052309 | -1697623 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 122 | 138 | 112 | 122 | 138 | 112 |
Avg Bars in Losers | 32 | 29 | 37 | 32 | 29 | 37 |
Bars Traded | 6834 | 3161 | 3673 | 6834 | 3161 | 3673 |
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 | 500859 | -173787 | -462397 | 222659 | -183734 | -170748 |
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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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