Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550993.234 | 1412744.1431 | 138249.0909 | 3544053.2296 | -1282539.8314 | 4826593.061 |
Total P&L (%) | 1550.9932 | 1412.7441 | 138.2491 | 3544.0532 | -1282.5398 | 4826.5931 |
Avg Daily Profit (%) | 0.8397 | 0.7649 | 0.0748 | 0.1949 | 0 | 0.2112 |
Buy And Hold Return (%) | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 | 55.7924 |
Max Trade Drawdown | -87231 | -84748 | -72371 | -6672122 | -6134566 | -3629140 |
Profit Factor | 3.9719 | 6.558 | 1.5164 | 1.1736 | 0.8864 | 1.5289 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 32.7103 | 25.9259 | 39.6226 | 32.7103 | 25.9259 | 39.6226 |
Ratio Avg Win / Avg Loss | 8.1708 | 18.7371 | 2.3108 | 2.4142 | 2.5326 | 2.3297 |
Largest Winning Trade | 1243937 | 1243937 | 62036 | 3575325 | 3575325 | 1980619 |
Largest Losing Trade | -31154 | -20576 | -31154 | -3030195 | -1197228 | -3030195 |
Avg Bars in Trades | 201 | 172 | 229 | 201 | 172 | 229 |
Avg Bars in Winners | 448 | 464 | 437 | 448 | 464 | 437 |
Avg Bars in Losers | 80 | 70 | 93 | 80 | 70 | 93 |
Bars Traded | 21517 | 9339 | 12178 | 21517 | 9339 | 12178 |
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 | 496880 | -184673 | -278286 | -26910 | -784067 | -173363 |
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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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