Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1747377.0161 | 1606298.6379 | 141078.3782 | 12468722.9269 | -9708086.8046 | 22176809.7315 |
Total P&L (%) | 1747.377 | 1606.2986 | 141.0784 | 12468.7229 | -9708.0868 | 22176.8097 |
Avg Daily Profit (%) | 0.9695 | 0.8912 | 0.0783 | 0.2686 | 0 | 0.3004 |
Buy And Hold Return (%) | 241.8914 | 241.8914 | 241.8914 | 241.8914 | 241.8914 | 241.8914 |
Max Trade Drawdown | -81166 | -99117 | -55395 | -20290402 | -24593667 | -8363620 |
Profit Factor | 4.0267 | 6.1002 | 1.5377 | 1.147 | 0.8057 | 1.6364 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 41.2844 | 30.9091 | 51.8519 | 41.2844 | 30.9091 | 51.8519 |
Ratio Avg Win / Avg Loss | 5.7269 | 13.6358 | 1.4279 | 1.6313 | 1.8009 | 1.5195 |
Largest Winning Trade | 1179914 | 1179914 | 69643 | 12384795 | 8457598 | 12384795 |
Largest Losing Trade | -30330 | -29261 | -30330 | -8476538 | -8476538 | -5659035 |
Avg Bars in Trades | 96 | 77 | 116 | 96 | 77 | 116 |
Avg Bars in Winners | 175 | 165 | 180 | 175 | 165 | 180 |
Avg Bars in Losers | 41 | 38 | 46 | 41 | 38 | 46 |
Bars Traded | 10545 | 4278 | 6267 | 10545 | 4278 | 6267 |
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 | 622608 | -166223 | -432494 | -52161 | -765757 | -167820 |
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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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