Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442827.4176 | 1341334.0691 | 101493.3485 | 11131452.9347 | 11007831.7712 | 123621.1635 |
Total P&L (%) | 1442.8274 | 1341.3341 | 101.4933 | 11131.4529 | 11007.8318 | 123.6212 |
Avg Daily Profit (%) | 0.7952 | 0.7393 | 0.0559 | 0.2606 | 0.26 | 0.0444 |
Buy And Hold Return (%) | 490.2215 | 490.2215 | 490.2215 | 490.2215 | 490.2215 | 490.2215 |
Max Trade Drawdown | -85628 | -70652 | -58882 | -21519583 | -16433169 | -12859566 |
Profit Factor | 3.3662 | 6.0624 | 1.2943 | 1.1579 | 1.3491 | 1.0032 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 40.1869 | 39.6226 | 40.7407 | 40.1869 | 39.6226 | 40.7407 |
Ratio Avg Win / Avg Loss | 5.0101 | 9.2379 | 1.8827 | 1.7234 | 2.0558 | 1.4592 |
Largest Winning Trade | 759823 | 759823 | 74571 | 13843138 | 13843138 | 8772733 |
Largest Losing Trade | -29452 | -22440 | -29452 | -4529657 | -4529657 | -4090010 |
Avg Bars in Trades | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Winners | 179 | 166 | 192 | 179 | 166 | 192 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 10673 | 4966 | 5707 | 10673 | 4966 | 5707 |
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 | 463273 | -166261 | -466493 | -40723 | -174045 | -700122 |
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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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