Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091343.6995 | 932711.1451 | 158632.5544 | 26574609.2464 | 19143642.4227 | 7430966.8237 |
Total P&L (%) | 1091.3437 | 932.7111 | 158.6326 | 26574.6092 | 19143.6424 | 7430.9668 |
Avg Daily Profit (%) | 0.597 | 0.5102 | 0.0868 | 0.3061 | 0.2881 | 0.2367 |
Buy And Hold Return (%) | 743.4497 | 743.4497 | 743.4497 | 743.4497 | 743.4497 | 743.4497 |
Max Trade Drawdown | -73712 | -51176 | -67791 | -27679231 | -23115953 | -19152396 |
Profit Factor | 2.797 | 4.3263 | 1.4852 | 1.2609 | 1.3505 | 1.1573 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 45.2381 | 41.2698 | 49.2063 | 45.2381 | 41.2698 | 49.2063 |
Ratio Avg Win / Avg Loss | 3.3858 | 6.1566 | 1.5331 | 1.5263 | 1.9218 | 1.1946 |
Largest Winning Trade | 253164 | 253164 | 78070 | 19340262 | 19340262 | 10407670 |
Largest Losing Trade | -41932 | -21283 | -41932 | -6468353 | -5777117 | -6468353 |
Avg Bars in Trades | 56 | 53 | 60 | 56 | 53 | 60 |
Avg Bars in Winners | 89 | 83 | 94 | 89 | 83 | 94 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 7157 | 3343 | 3814 | 7157 | 3343 | 3814 |
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 | -4943 | -218940 | -387540 | 301768 | -140058 | -186141 |
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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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