Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2628020.3659 | 2471037.3756 | 156982.9903 | 26489380.995 | 12803326.7934 | 13686054.2016 |
Total P&L (%) | 2628.0204 | 2471.0374 | 156.983 | 26489.381 | 12803.3268 | 13686.0542 |
Avg Daily Profit (%) | 1.1887 | 1.1177 | 0.071 | 0.2529 | 0.2201 | 0.2231 |
Buy And Hold Return (%) | 864.4297 | 864.4297 | 864.4297 | 864.4297 | 864.4297 | 864.4297 |
Max Trade Drawdown | -116640 | -77328 | -104892 | -13475944 | -16535244 | -9330404 |
Profit Factor | 4.2035 | 7.1708 | 1.3738 | 1.2816 | 1.2688 | 1.2948 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 38.8535 | 36.7089 | 41.0256 | 38.8535 | 36.7089 | 41.0256 |
Ratio Avg Win / Avg Loss | 6.6153 | 12.3634 | 1.9749 | 2.017 | 2.1875 | 1.8613 |
Largest Winning Trade | 2036211 | 2036211 | 50748 | 13469121 | 13469121 | 8069551 |
Largest Losing Trade | -39049 | -31267 | -39049 | -5786438 | -4720304 | -5786438 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 8705 | 4303 | 4402 | 8705 | 4303 | 4402 |
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 | 508563 | -13393 | -300207 | 218164 | -22913 | -28549 |
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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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