Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2728747.0538 | 2632343.9295 | 96403.1243 | 7836329.2948 | 7697646.3376 | 138682.9572 |
Total P&L (%) | 2728.7471 | 2632.3439 | 96.4031 | 7836.3293 | 7697.6463 | 138.683 |
Avg Daily Profit (%) | 1.2306 | 1.1871 | 0.0435 | 0.1974 | 0.1966 | 0.0392 |
Buy And Hold Return (%) | 764.934 | 764.934 | 764.934 | 764.934 | 764.934 | 764.934 |
Max Trade Drawdown | -143597 | -88876 | -96096 | -9932362 | -5885132 | -8845299 |
Profit Factor | 4.1807 | 7.0611 | 1.2276 | 1.1301 | 1.2576 | 1.0046 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 36.1842 | 32.8947 | 39.4737 | 36.1842 | 32.8947 | 39.4737 |
Ratio Avg Win / Avg Loss | 7.3732 | 14.4047 | 1.8823 | 1.9931 | 2.5655 | 1.5403 |
Largest Winning Trade | 2284587 | 2284587 | 50449 | 11309060 | 11309060 | 3701083 |
Largest Losing Trade | -42007 | -32288 | -42007 | -3654666 | -3654666 | -3648655 |
Avg Bars in Trades | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Winners | 153 | 166 | 142 | 153 | 166 | 142 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 13110 | 6770 | 6340 | 13110 | 6770 | 6340 |
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 | 487827 | -36798 | -353418 | -72829 | -47165 | -574202 |
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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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