Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1959585.6209 | 1679753.087 | 279832.5339 | 48404030.4663 | 18064116.9795 | 30339913.4869 |
Total P&L (%) | 1959.5856 | 1679.7531 | 279.8325 | 48404.0305 | 18064.117 | 30339.9135 |
Avg Daily Profit (%) | 0.8197 | 0.7027 | 0.1171 | 0.259 | 0.2179 | 0.2395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77132 | -60628 | -62756 | -90243341 | -67925950 | -89164347 |
Profit Factor | 4.5319 | 7.2222 | 1.9823 | 1.1172 | 1.0904 | 1.1423 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 36.3636 | 30.9091 | 41.8182 | 36.3636 | 30.9091 | 41.8182 |
Ratio Avg Win / Avg Loss | 7.9308 | 16.1437 | 2.758 | 1.9552 | 2.4375 | 1.5893 |
Largest Winning Trade | 956913 | 956913 | 74859 | 44686411 | 44224114 | 44686411 |
Largest Losing Trade | -27769 | -20788 | -27769 | -34560189 | -21397447 | -34560189 |
Avg Bars in Trades | 42 | 36 | 47 | 42 | 36 | 47 |
Avg Bars in Winners | 94 | 91 | 97 | 94 | 91 | 97 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4654 | 2029 | 2625 | 4654 | 2029 | 2625 |
Profit Streak | 0 | 0 | 30.1228 | 0 | 0 | 30.1228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562468 | -166894 | -215657 | -86928 | -299492 | -237174 |
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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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