Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2565119.7405 | 2384738.8109 | 180380.9296 | 32316122.413 | 25253842.606 | 7062279.807 |
Total P&L (%) | 2565.1197 | 2384.7388 | 180.3809 | 32316.1224 | 25253.8426 | 7062.2798 |
Avg Daily Profit (%) | 1.1543 | 1.0731 | 0.0812 | 0.2605 | 0.2494 | 0.1924 |
Buy And Hold Return (%) | 770.9356 | 770.9356 | 770.9356 | 770.9356 | 770.9356 | 770.9356 |
Max Trade Drawdown | -113262 | -68611 | -102665 | -40885963 | -25161408 | -36239615 |
Profit Factor | 5.5546 | 9.5335 | 1.6357 | 1.2134 | 1.3471 | 1.0898 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 50.4505 | 53.5714 | 47.2727 | 50.4505 | 53.5714 | 47.2727 |
Ratio Avg Win / Avg Loss | 5.4554 | 8.2624 | 1.8245 | 1.1918 | 1.1675 | 1.2156 |
Largest Winning Trade | 2074311 | 2074311 | 52061 | 36782421 | 36782421 | 11888037 |
Largest Losing Trade | -33817 | -25548 | -33817 | -12608917 | -8521514 | -12608917 |
Avg Bars in Trades | 78 | 77 | 78 | 78 | 77 | 78 |
Avg Bars in Winners | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 8677 | 4345 | 4332 | 8677 | 4345 | 4332 |
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 | 691501 | -160689 | -428376 | 304670 | -170760 | -294883 |
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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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