Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2070582.9836 | 1868072.675 | 202510.3086 | 36627655.0503 | 13637071.6687 | 22990583.3816 |
Total P&L (%) | 2070.583 | 1868.0727 | 202.5103 | 36627.6551 | 13637.0717 | 22990.5834 |
Avg Daily Profit (%) | 0.9152 | 0.8257 | 0.0895 | 0.2614 | 0.2178 | 0.2408 |
Buy And Hold Return (%) | 198.9316 | 198.9316 | 198.9316 | 198.9316 | 198.9316 | 198.9316 |
Max Trade Drawdown | -89607 | -64457 | -79968 | -14310421 | -12397974 | -5160476 |
Profit Factor | 4.6871 | 7.227 | 1.7742 | 1.457 | 1.2838 | 1.7162 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 40.625 | 35.9375 | 45.3125 | 40.625 | 35.9375 | 45.3125 |
Ratio Avg Win / Avg Loss | 6.8504 | 12.8829 | 2.1413 | 2.1294 | 2.2885 | 2.0713 |
Largest Winning Trade | 1274086 | 1274086 | 60625 | 13253723 | 13253723 | 10663701 |
Largest Losing Trade | -21940 | -18222 | -21940 | -7189932 | -7189932 | -3363808 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Losers | 11 | 13 | 9 | 11 | 13 | 9 |
Bars Traded | 4433 | 2028 | 2405 | 4433 | 2028 | 2405 |
Profit Streak | 0 | 0 | 58.8973 | 0 | 0 | 58.8973 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 630898 | -123210 | -371000 | 266760 | -135641 | -129081 |
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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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