Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2902658.6776 | 2710833.4373 | 191825.2404 | 37542004.9548 | 16772662.5598 | 20769342.395 |
Total P&L (%) | 2902.6587 | 2710.8334 | 191.8252 | 37542.005 | 16772.6626 | 20769.3424 |
Avg Daily Profit (%) | 1.3938 | 1.3017 | 0.0921 | 0.2852 | 0.2466 | 0.2568 |
Buy And Hold Return (%) | 490.1045 | 490.1045 | 490.1045 | 490.1045 | 490.1045 | 490.1045 |
Max Trade Drawdown | -104914 | -72975 | -59330 | -19687563 | -24784686 | -14830422 |
Profit Factor | 5.108 | 9.2066 | 1.5098 | 1.2906 | 1.2518 | 1.332 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 43.9189 | 43.2432 | 44.5946 | 43.9189 | 43.2432 | 44.5946 |
Ratio Avg Win / Avg Loss | 6.5225 | 12.0837 | 1.8758 | 1.648 | 1.6429 | 1.655 |
Largest Winning Trade | 2397445 | 2397445 | 48198 | 19581625 | 19581625 | 9002915 |
Largest Losing Trade | -32711 | -32233 | -32711 | -8175030 | -5771229 | -8175030 |
Avg Bars in Trades | 167 | 162 | 172 | 167 | 162 | 172 |
Avg Bars in Winners | 264 | 257 | 271 | 264 | 257 | 271 |
Avg Bars in Losers | 91 | 89 | 93 | 91 | 89 | 93 |
Bars Traded | 24792 | 11998 | 12794 | 24792 | 11998 | 12794 |
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 | 679102 | -45935 | -299849 | 285491 | -57749 | -56646 |
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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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