Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2089655.8184 | 1979542.4876 | 110113.3308 | 4423654.7712 | -3635834.49 | 8059489.2612 |
Total P&L (%) | 2089.6558 | 1979.5425 | 110.1133 | 4423.6548 | -3635.8345 | 8059.4893 |
Avg Daily Profit (%) | 1.1642 | 1.1028 | 0.0613 | 0.2126 | 0 | 0.2455 |
Buy And Hold Return (%) | 260.1288 | 260.1288 | 260.1288 | 260.1288 | 260.1288 | 260.1288 |
Max Trade Drawdown | -140498 | -122735 | -52535 | -20856619 | -21278624 | -8024476 |
Profit Factor | 3.7652 | 6.0785 | 1.3009 | 1.0495 | 0.9252 | 1.1977 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Profitability (%) | 39.7059 | 35.2941 | 44.1176 | 39.7059 | 35.2941 | 44.1176 |
Ratio Avg Win / Avg Loss | 5.7175 | 11.1439 | 1.6478 | 1.5937 | 1.6962 | 1.5171 |
Largest Winning Trade | 1139870 | 1139870 | 61415 | 12953130 | 12953130 | 6102848 |
Largest Losing Trade | -42649 | -22657 | -42649 | -6452134 | -2979907 | -6452134 |
Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 10397 | 4739 | 5658 | 10397 | 4739 | 5658 |
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 | 627700 | 574408 | -278161 | -159759 | -584001 | 139875 |
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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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