Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2045039.691 | 1926700.3686 | 118339.3224 | 10893206.8914 | 7850223.3691 | 3042983.5223 |
Total P&L (%) | 2045.0397 | 1926.7004 | 118.3393 | 10893.2069 | 7850.2234 | 3042.9835 |
Avg Daily Profit (%) | 0.8643 | 0.8142 | 0.05 | 0.1988 | 0.1851 | 0.1458 |
Buy And Hold Return (%) | 711.5714 | 711.5714 | 711.5714 | 711.5714 | 711.5714 | 711.5714 |
Max Trade Drawdown | -76776 | -126844 | -60602 | -11569261 | -7854397 | -8267263 |
Profit Factor | 4.5923 | 6.9583 | 1.4812 | 1.3237 | 1.4 | 1.2169 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 44.8276 | 40.9091 | 48.8372 | 44.8276 | 40.9091 | 48.8372 |
Ratio Avg Win / Avg Loss | 5.6521 | 10.0509 | 1.5518 | 1.6292 | 2.0222 | 1.2749 |
Largest Winning Trade | 1544349 | 1544349 | 62350 | 10338789 | 10338789 | 4451220 |
Largest Losing Trade | -28849 | -26269 | -28849 | -4420077 | -2844225 | -4420077 |
Avg Bars in Trades | 106 | 99 | 114 | 106 | 99 | 114 |
Avg Bars in Winners | 174 | 176 | 171 | 174 | 176 | 171 |
Avg Bars in Losers | 51 | 46 | 58 | 51 | 46 | 58 |
Bars Traded | 9284 | 4382 | 4902 | 9284 | 4382 | 4902 |
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 | 565756 | 534913 | -290001 | 273177 | 224624 | -775 |
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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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