Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2290893.9315 | 2236420.1391 | 54473.7923 | 24659120.4238 | 25990135.9221 | -1331015.4983 |
Total P&L (%) | 2290.8939 | 2236.4201 | 54.4738 | 24659.1204 | 25990.1359 | -1331.0155 |
Avg Daily Profit (%) | 1.0139 | 0.9898 | 0.0241 | 0.2442 | 0.2466 | 0 |
Buy And Hold Return (%) | 8835.2117 | 8835.2117 | 8835.2117 | 8835.2117 | 8835.2117 | 8835.2117 |
Max Trade Drawdown | -112237 | -38770 | -98790 | -20241985 | -4810850 | -15431134 |
Profit Factor | 6.13 | 13.7007 | 1.2014 | 1.6056 | 2.5995 | 0.9456 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 55.4054 | 54.0541 | 56.7568 | 55.4054 | 54.0541 | 56.7568 |
Ratio Avg Win / Avg Loss | 4.9339 | 11.6456 | 0.9153 | 1.2923 | 2.2096 | 0.7205 |
Largest Winning Trade | 1367256 | 1367256 | 53408 | 21395619 | 21395619 | 11696025 |
Largest Losing Trade | -73642 | -24295 | -73642 | -11010757 | -4810850 | -11010757 |
Avg Bars in Trades | 176 | 164 | 188 | 176 | 164 | 188 |
Avg Bars in Winners | 250 | 229 | 271 | 250 | 229 | 271 |
Avg Bars in Losers | 84 | 89 | 80 | 84 | 89 | 80 |
Bars Traded | 13082 | 6100 | 6982 | 13082 | 6100 | 6982 |
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 | -211696 | -143387 | -327742 | -60752 | 387391 | -579896 |
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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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