Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683200.3186 | 1512377.4081 | 170822.9105 | 30182520.0896 | 22489998.2539 | 7692521.8358 |
Total P&L (%) | 1683.2003 | 1512.3774 | 170.8229 | 30182.5201 | 22489.9983 | 7692.5218 |
Avg Daily Profit (%) | 0.6711 | 0.603 | 0.0681 | 0.2281 | 0.2163 | 0.1738 |
Buy And Hold Return (%) | 472.036 | 472.036 | 472.036 | 472.036 | 472.036 | 472.036 |
Max Trade Drawdown | -73344 | -49818 | -66804 | -24584789 | -17802796 | -18955796 |
Profit Factor | 4.5807 | 7.6273 | 1.7063 | 1.3092 | 1.4443 | 1.1637 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 33.3333 | 32 | 34.6939 | 33.3333 | 32 | 34.6939 |
Ratio Avg Win / Avg Loss | 9.1614 | 16.2081 | 3.2118 | 2.6184 | 3.0691 | 2.1904 |
Largest Winning Trade | 945445 | 945445 | 59973 | 25173234 | 25173234 | 15164557 |
Largest Losing Trade | -27554 | -21522 | -27554 | -7583343 | -7583343 | -7083176 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 118 | 110 | 126 | 118 | 110 | 126 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 4897 | 2233 | 2664 | 4897 | 2233 | 2664 |
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 | 386138 | -169974 | -270392 | 119191 | -176801 | -37417 |
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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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