Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2572869.9132 | 2457201.2299 | 115668.6833 | 6381736.9119 | 16643437.9291 | -10261701.0172 |
Total P&L (%) | 2572.8699 | 2457.2012 | 115.6687 | 6381.7369 | 16643.4379 | -10261.701 |
Avg Daily Profit (%) | 1.1617 | 1.1095 | 0.0522 | 0.1885 | 0.2315 | 0 |
Buy And Hold Return (%) | 780.816 | 780.816 | 780.816 | 780.816 | 780.816 | 780.816 |
Max Trade Drawdown | -187688 | -99482 | -95370 | -17904277 | -5195900 | -13500050 |
Profit Factor | 4.8143 | 8.7655 | 1.323 | 1.128 | 1.8454 | 0.6598 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 39.2593 | 36.7647 | 41.791 | 39.2593 | 36.7647 | 41.791 |
Ratio Avg Win / Avg Loss | 7.4485 | 15.0767 | 1.8427 | 1.7452 | 3.1741 | 0.919 |
Largest Winning Trade | 2200612 | 2200612 | 48059 | 18482743 | 18482743 | 2911989 |
Largest Losing Trade | -65486 | -38810 | -65486 | -12653724 | -2577679 | -12653724 |
Avg Bars in Trades | 64 | 62 | 65 | 64 | 62 | 65 |
Avg Bars in Winners | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Losers | 26 | 29 | 23 | 26 | 29 | 23 |
Bars Traded | 8673 | 4255 | 4418 | 8673 | 4255 | 4418 |
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 | 520939 | -95622 | -407763 | -74471 | -102796 | -700928 |
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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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