Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2375701.7805 | 2164834.303 | 210867.4775 | 67268314.2463 | 29183428.9227 | 38084885.3236 |
Total P&L (%) | 2375.7018 | 2164.8343 | 210.8675 | 67268.3142 | 29183.4289 | 38084.8853 |
Avg Daily Profit (%) | 0.95 | 0.8657 | 0.0843 | 0.2608 | 0.2274 | 0.238 |
Buy And Hold Return (%) | 497.1421 | 497.1421 | 497.1421 | 497.1421 | 497.1421 | 497.1421 |
Max Trade Drawdown | -101604 | -82080 | -40637 | -113303387 | -101364728 | -39649599 |
Profit Factor | 4.7672 | 7.5937 | 1.6975 | 1.1511 | 1.1084 | 1.2164 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 51.1811 | 47.619 | 54.6875 | 51.1811 | 47.619 | 54.6875 |
Ratio Avg Win / Avg Loss | 4.5471 | 8.3531 | 1.4065 | 1.098 | 1.2193 | 1.0079 |
Largest Winning Trade | 1561967 | 1561967 | 59587 | 64042835 | 64042835 | 32887781 |
Largest Losing Trade | -40637 | -33186 | -40637 | -37969026 | -37969026 | -27013672 |
Avg Bars in Trades | 115 | 133 | 98 | 115 | 133 | 98 |
Avg Bars in Winners | 151 | 201 | 108 | 151 | 201 | 108 |
Avg Bars in Losers | 78 | 71 | 86 | 78 | 71 | 86 |
Bars Traded | 14716 | 8392 | 6324 | 14716 | 8392 | 6324 |
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 | 715687 | -127762 | -382619 | -45262 | -240608 | -130636 |
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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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