Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485054.7262 | 1252241.6322 | 232813.094 | 104207702.5755 | 63463304.6869 | 40744397.8887 |
Total P&L (%) | 1485.0547 | 1252.2416 | 232.8131 | 104207.7026 | 63463.3047 | 40744.3979 |
Avg Daily Profit (%) | 0.8162 | 0.6882 | 0.128 | 0.3827 | 0.3554 | 0.331 |
Buy And Hold Return (%) | 871.9822 | 871.9822 | 871.9822 | 871.9822 | 871.9822 | 871.9822 |
Max Trade Drawdown | -78039 | -66432 | -66390 | -23380040 | -25553474 | -20730893 |
Profit Factor | 4.1254 | 5.6979 | 2.1161 | 1.856 | 1.906 | 1.7882 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 54.902 | 49.0196 | 60.7843 | 54.902 | 49.0196 | 60.7843 |
Ratio Avg Win / Avg Loss | 3.3888 | 5.9258 | 1.3652 | 1.5245 | 1.9822 | 1.1537 |
Largest Winning Trade | 654933 | 654933 | 65651 | 35733096 | 35733096 | 18382139 |
Largest Losing Trade | -29684 | -29684 | -28018 | -14909225 | -12356210 | -14909225 |
Avg Bars in Trades | 33 | 35 | 31 | 33 | 35 | 31 |
Avg Bars in Winners | 43 | 50 | 38 | 43 | 50 | 38 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 3405 | 1801 | 1604 | 3405 | 1801 | 1604 |
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 | 445399 | -190025 | -363722 | 505025 | -167452 | -167219 |
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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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