Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2042994.6604 | 1784652.5171 | 258342.1433 | 56587598.2618 | 13923436.3976 | 42664161.8641 |
Total P&L (%) | 2042.9947 | 1784.6525 | 258.3421 | 56587.5983 | 13923.4364 | 42664.1619 |
Avg Daily Profit (%) | 0.9211 | 0.8046 | 0.1165 | 0.2863 | 0.2231 | 0.2735 |
Buy And Hold Return (%) | 218.7348 | 218.7348 | 218.7348 | 218.7348 | 218.7348 | 218.7348 |
Max Trade Drawdown | -70750 | -41988 | -115023 | -22442740 | -26653742 | -26873687 |
Profit Factor | 5.1647 | 9.2421 | 1.9428 | 1.4124 | 1.1823 | 1.701 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 55.7692 | 55.7692 | 55.7692 | 55.7692 | 55.7692 | 55.7692 |
Ratio Avg Win / Avg Loss | 4.0961 | 7.3299 | 1.5408 | 1.1202 | 0.9377 | 1.3491 |
Largest Winning Trade | 1424894 | 1424894 | 52818 | 20177260 | 15753395 | 20177260 |
Largest Losing Trade | -70750 | -41988 | -70750 | -17545970 | -17545970 | -14061773 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Losers | 44 | 53 | 34 | 44 | 53 | 34 |
Bars Traded | 6416 | 3440 | 2976 | 6416 | 3440 | 2976 |
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 | 799609 | -157609 | -322567 | 380526 | -192694 | -168529 |
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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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