Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2256205.9399 | 2107000.9156 | 149205.0244 | 16673551.6528 | 4451760.0299 | 12221791.6229 |
Total P&L (%) | 2256.2059 | 2107.0009 | 149.205 | 16673.5517 | 4451.76 | 12221.7916 |
Avg Daily Profit (%) | 1.2037 | 1.1241 | 0.0796 | 0.2737 | 0.2039 | 0.2572 |
Buy And Hold Return (%) | 528.2641 | 528.2641 | 528.2641 | 528.2641 | 528.2641 | 528.2641 |
Max Trade Drawdown | -79617 | -89978 | -65986 | -9426331 | -8137870 | -4184583 |
Profit Factor | 4.8309 | 6.93 | 1.6386 | 1.3563 | 1.1506 | 1.7091 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 33.945 | 29.0909 | 38.8889 | 33.945 | 29.0909 | 38.8889 |
Ratio Avg Win / Avg Loss | 9.4007 | 16.8919 | 2.575 | 2.6393 | 2.8046 | 2.6857 |
Largest Winning Trade | 1350708 | 1350708 | 55587 | 10613908 | 10613908 | 7096837 |
Largest Losing Trade | -28702 | -28702 | -27227 | -2924077 | -2924077 | -2787643 |
Avg Bars in Trades | 200 | 185 | 216 | 200 | 185 | 216 |
Avg Bars in Winners | 400 | 400 | 399 | 400 | 400 | 399 |
Avg Bars in Losers | 97 | 96 | 99 | 97 | 96 | 99 |
Bars Traded | 21858 | 10187 | 11671 | 21858 | 10187 | 11671 |
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 | 477077 | -172374 | -433718 | 153088 | -237811 | -172611 |
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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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