Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2505465.1312 | 2331300.9368 | 174164.1944 | 35945095.9588 | 21389493.8725 | 14555602.0864 |
Total P&L (%) | 2505.4651 | 2331.3009 | 174.1642 | 35945.096 | 21389.4939 | 14555.6021 |
Avg Daily Profit (%) | 1.1292 | 1.0507 | 0.0785 | 0.2657 | 0.2423 | 0.225 |
Buy And Hold Return (%) | 812.2213 | 812.2213 | 812.2213 | 812.2213 | 812.2213 | 812.2213 |
Max Trade Drawdown | -155351 | -91531 | -111066 | -110911410 | -55784447 | -97152290 |
Profit Factor | 4.6792 | 9.1033 | 1.4429 | 1.0939 | 1.1247 | 1.0689 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 51.0791 | 52.8571 | 49.2754 | 51.0791 | 52.8571 | 49.2754 |
Ratio Avg Win / Avg Loss | 4.4815 | 8.1191 | 1.4853 | 1.0477 | 1.0031 | 1.1003 |
Largest Winning Trade | 1979441 | 1979441 | 54992 | 48051681 | 48051681 | 29189009 |
Largest Losing Trade | -36995 | -36995 | -35367 | -41137628 | -41137628 | -38698281 |
Avg Bars in Trades | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Winners | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 8704 | 4335 | 4369 | 8704 | 4335 | 4369 |
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 | 665409 | -75124 | -355204 | -108132 | -168788 | -238725 |
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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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