Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2776028.4391 | 2658131.268 | 117897.1712 | 15228141.4381 | 12474168.9718 | 2753972.4664 |
Total P&L (%) | 2776.0284 | 2658.1313 | 117.8972 | 15228.1414 | 12474.169 | 2753.9725 |
Avg Daily Profit (%) | 1.2485 | 1.1955 | 0.053 | 0.2266 | 0.2177 | 0.1508 |
Buy And Hold Return (%) | 961.8253 | 961.8253 | 961.8253 | 961.8253 | 961.8253 | 961.8253 |
Max Trade Drawdown | -99698 | -69150 | -99084 | -20453876 | -12747943 | -20726049 |
Profit Factor | 4.2714 | 7.7443 | 1.2594 | 1.1291 | 1.2269 | 1.0437 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 42.4658 | 41.0959 | 43.8356 | 42.4658 | 41.0959 | 43.8356 |
Ratio Avg Win / Avg Loss | 5.7871 | 11.1002 | 1.6136 | 1.5297 | 1.7585 | 1.3373 |
Largest Winning Trade | 2250593 | 2250593 | 50837 | 14034178 | 14034178 | 7852827 |
Largest Losing Trade | -38311 | -32257 | -38311 | -6611322 | -6611322 | -5477469 |
Avg Bars in Trades | 59 | 58 | 61 | 59 | 58 | 61 |
Avg Bars in Winners | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 8743 | 4275 | 4468 | 8743 | 4275 | 4468 |
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 | 542160 | -56704 | -361295 | -71715 | -66484 | -242411 |
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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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