Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2789728.0403 | 2694993.1487 | 94734.8916 | 69751996.7994 | 62634293.2177 | 7117703.5817 |
Total P&L (%) | 2789.728 | 2694.9931 | 94.7349 | 69751.9968 | 62634.2932 | 7117.7036 |
Avg Daily Profit (%) | 1.2293 | 1.1876 | 0.0417 | 0.289 | 0.2843 | 0.1887 |
Buy And Hold Return (%) | 10451.8588 | 10451.8588 | 10451.8588 | 10451.8588 | 10451.8588 | 10451.8588 |
Max Trade Drawdown | -51942 | -55162 | -34746 | -20651376 | -11529921 | -12615619 |
Profit Factor | 9.4361 | 17.2798 | 1.5736 | 2.0149 | 2.9458 | 1.1948 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.0476 | 38.0952 | 50 | 44.0476 | 38.0952 | 50 |
Ratio Avg Win / Avg Loss | 11.9863 | 28.0796 | 1.5736 | 2.5595 | 4.787 | 1.1948 |
Largest Winning Trade | 1950869 | 1950869 | 55054 | 50668148 | 50668148 | 23140180 |
Largest Losing Trade | -27175 | -18239 | -27175 | -11529921 | -11529921 | -9121454 |
Avg Bars in Trades | 77 | 74 | 81 | 77 | 74 | 81 |
Avg Bars in Winners | 133 | 141 | 128 | 133 | 141 | 128 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 6541 | 3116 | 3424 | 6541 | 3116 | 3424 |
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 | -145801 | -148333 | -300012 | 371504 | 328518 | -164041 |
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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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