Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2726105.8087 | 2640781.4452 | 85324.3635 | 55261342.4117 | 46730204.9917 | 8531137.42 |
Total P&L (%) | 2726.1058 | 2640.7814 | 85.3244 | 55261.3424 | 46730.205 | 8531.1374 |
Avg Daily Profit (%) | 1.2046 | 1.1669 | 0.0377 | 0.2795 | 0.2721 | 0.1972 |
Buy And Hold Return (%) | 10055.466 | 10055.466 | 10055.466 | 10055.466 | 10055.466 | 10055.466 |
Max Trade Drawdown | -84624 | -52522 | -53304 | -17954381 | -13323412 | -14571598 |
Profit Factor | 6.5056 | 11.8153 | 1.34 | 1.7646 | 2.2832 | 1.2379 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 42.3077 | 42.3077 | 42.3077 | 42.3077 | 42.3077 | 42.3077 |
Ratio Avg Win / Avg Loss | 8.8713 | 16.1118 | 1.8272 | 2.4063 | 3.1135 | 1.6881 |
Largest Winning Trade | 1894446 | 1894446 | 42882 | 30092471 | 30092471 | 12880465 |
Largest Losing Trade | -30456 | -30456 | -25373 | -8271055 | -8271055 | -5433534 |
Avg Bars in Trades | 42 | 40 | 43 | 42 | 40 | 43 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 16 | 13 | 19 | 16 | 13 | 19 |
Bars Traded | 6552 | 3172 | 3380 | 6552 | 3172 | 3380 |
Profit Streak | 0 | 10.2164 | 0 | 0 | 10.2164 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145906 | -180556 | -344322 | 319909 | -25437 | -194398 |
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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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