Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2642893.6749 | 2494407.4462 | 148486.2287 | 27490196.0797 | 11480604.7253 | 16009591.3544 |
Total P&L (%) | 2642.8937 | 2494.4074 | 148.4862 | 27490.1961 | 11480.6047 | 16009.5914 |
Avg Daily Profit (%) | 1.187 | 1.1203 | 0.0667 | 0.2527 | 0.2137 | 0.2285 |
Buy And Hold Return (%) | 847.5177 | 847.5177 | 847.5177 | 847.5177 | 847.5177 | 847.5177 |
Max Trade Drawdown | -99233 | -57696 | -114347 | -26590265 | -16737368 | -24419273 |
Profit Factor | 4.3006 | 7.6976 | 1.3467 | 1.1768 | 1.1493 | 1.2038 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 39.5833 | 41.6667 | 37.5 | 39.5833 | 41.6667 | 37.5 |
Ratio Avg Win / Avg Loss | 6.5641 | 10.7766 | 2.2445 | 1.7962 | 1.6091 | 2.0063 |
Largest Winning Trade | 2069772 | 2069772 | 50120 | 13188788 | 13188788 | 11936600 |
Largest Losing Trade | -39988 | -39988 | -31797 | -13423732 | -13423732 | -8625838 |
Avg Bars in Trades | 91 | 87 | 94 | 91 | 87 | 94 |
Avg Bars in Winners | 152 | 137 | 169 | 152 | 137 | 169 |
Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
Bars Traded | 13117 | 6312 | 6805 | 13117 | 6312 | 6805 |
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 | 507898 | -63888 | -352503 | -20075 | -129704 | -75431 |
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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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