Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2443150.3371 | 2269210.7582 | 173939.5789 | 31483956.3234 | 4993612.3804 | 26490343.9429 |
Total P&L (%) | 2443.1503 | 2269.2108 | 173.9396 | 31483.9563 | 4993.6124 | 26490.3439 |
Avg Daily Profit (%) | 1.3082 | 1.2151 | 0.0931 | 0.3087 | 0.2107 | 0.2994 |
Buy And Hold Return (%) | 508.5653 | 508.5653 | 508.5653 | 508.5653 | 508.5653 | 508.5653 |
Max Trade Drawdown | -60911 | -97290 | -40171 | -31487534 | -21619600 | -9867933 |
Profit Factor | 5.7696 | 8.2533 | 1.8724 | 1.3078 | 1.0784 | 1.6862 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 34.5238 | 26.1905 | 42.8571 | 34.5238 | 26.1905 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.9423 | 23.2592 | 2.4965 | 2.4804 | 3.0392 | 2.2483 |
Largest Winning Trade | 1494689 | 1494689 | 52657 | 26616500 | 26616500 | 20812397 |
Largest Losing Trade | -29918 | -29918 | -20860 | -10851217 | -10851217 | -4794155 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 78 | 86 | 73 | 78 | 86 | 73 |
Avg Bars in Losers | 21 | 26 | 15 | 21 | 26 | 15 |
Bars Traded | 3468 | 1768 | 1700 | 3468 | 1768 | 1700 |
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 | 527936 | -4281 | -233577 | 158949 | -149540 | 336512 |
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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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