Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2800956.9539 | 2674841.3106 | 126115.6433 | 12286715.8746 | 5770416.6267 | 6516299.2478 |
Total P&L (%) | 2800.957 | 2674.8413 | 126.1156 | 12286.7159 | 5770.4166 | 6516.2992 |
Avg Daily Profit (%) | 1.2661 | 1.2091 | 0.057 | 0.2181 | 0.1843 | 0.1897 |
Buy And Hold Return (%) | 811.8203 | 811.8203 | 811.8203 | 811.8203 | 811.8203 | 811.8203 |
Max Trade Drawdown | -148108 | -71542 | -115328 | -24651980 | -13125197 | -18055150 |
Profit Factor | 4.5433 | 8.1665 | 1.3023 | 1.1518 | 1.1294 | 1.1791 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 44.5255 | 44.9275 | 44.1176 | 44.5255 | 44.9275 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.6605 | 10.0105 | 1.6495 | 1.435 | 1.3845 | 1.4936 |
Largest Winning Trade | 2329114 | 2329114 | 51765 | 15614423 | 15614423 | 8591257 |
Largest Losing Trade | -59664 | -35298 | -59664 | -6921265 | -5006382 | -6921265 |
Avg Bars in Trades | 47 | 39 | 55 | 47 | 39 | 55 |
Avg Bars in Winners | 74 | 56 | 93 | 74 | 56 | 93 |
Avg Bars in Losers | 25 | 26 | 25 | 25 | 26 | 25 |
Bars Traded | 6520 | 2758 | 3762 | 6520 | 2758 | 3762 |
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 | 595927 | -84730 | -393113 | -47163 | -174190 | -127264 |
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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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