Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2523898.4863 | 2456375.6758 | 67522.8106 | 51036917.4414 | 47110449.2095 | 3926468.2319 |
Total P&L (%) | 2523.8985 | 2456.3757 | 67.5228 | 51036.9174 | 47110.4492 | 3926.4682 |
Avg Daily Profit (%) | 1.2117 | 1.1793 | 0.0324 | 0.2999 | 0.296 | 0.1776 |
Buy And Hold Return (%) | 12492.6434 | 12492.6434 | 12492.6434 | 12492.6434 | 12492.6434 | 12492.6434 |
Max Trade Drawdown | -79017 | -64845 | -35225 | -18867124 | -11575828 | -14669578 |
Profit Factor | 8.332 | 16.17 | 1.3704 | 1.7032 | 2.3792 | 1.1022 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 8.7592 | 17.8721 | 1.3704 | 1.7906 | 2.6297 | 1.1022 |
Largest Winning Trade | 1762162 | 1762162 | 47752 | 28364460 | 28364460 | 18669645 |
Largest Losing Trade | -29780 | -29780 | -25903 | -7876404 | -7876404 | -7264686 |
Avg Bars in Trades | 310 | 336 | 283 | 310 | 336 | 283 |
Avg Bars in Winners | 437 | 480 | 396 | 437 | 480 | 396 |
Avg Bars in Losers | 188 | 206 | 170 | 188 | 206 | 170 |
Bars Traded | 24802 | 13456 | 11346 | 24802 | 13456 | 11346 |
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 | -167989 | -144698 | -314819 | -14291 | 360750 | -266009 |
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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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