Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2918203.464 | 2778759.6859 | 139443.7782 | 17768263.7509 | 12145336.0969 | 5622927.654 |
Total P&L (%) | 2918.2035 | 2778.7597 | 139.4438 | 17768.2638 | 12145.3361 | 5622.9277 |
Avg Daily Profit (%) | 1.3092 | 1.2466 | 0.0626 | 0.2329 | 0.2159 | 0.1817 |
Buy And Hold Return (%) | 522.6054 | 522.6054 | 522.6054 | 522.6054 | 522.6054 | 522.6054 |
Max Trade Drawdown | -126297 | -93238 | -75370 | -49482638 | -34682345 | -30833305 |
Profit Factor | 5.5332 | 9.4209 | 1.4444 | 1.0898 | 1.1152 | 1.0608 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 33.0827 | 31.3433 | 34.8485 | 33.0827 | 31.3433 | 34.8485 |
Ratio Avg Win / Avg Loss | 11.1922 | 20.6362 | 2.7005 | 2.2043 | 2.4428 | 1.9832 |
Largest Winning Trade | 2488542 | 2488542 | 53294 | 30549453 | 30549453 | 20161563 |
Largest Losing Trade | -33523 | -32284 | -33523 | -12726129 | -12726129 | -11069770 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 72 | 75 | 70 | 72 | 75 | 70 |
Avg Bars in Losers | 13 | 14 | 11 | 13 | 14 | 11 |
Bars Traded | 4366 | 2251 | 2115 | 4366 | 2251 | 2115 |
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 | 526440 | -103253 | -403444 | -118592 | -208761 | -275025 |
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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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