Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2278994.8814 | 2152365.7773 | 126629.1041 | 9060671.2958 | 13344486.8936 | -4283815.5977 |
Total P&L (%) | 2278.9949 | 2152.3658 | 126.6291 | 9060.6713 | 13344.4869 | -4283.8156 |
Avg Daily Profit (%) | 1.024 | 0.9671 | 0.0569 | 0.2032 | 0.2205 | 0 |
Buy And Hold Return (%) | 314.5871 | 314.5871 | 314.5871 | 314.5871 | 314.5871 | 314.5871 |
Max Trade Drawdown | -114013 | -71074 | -85220 | -22615839 | -12500145 | -14489377 |
Profit Factor | 4.8749 | 9.5012 | 1.378 | 1.1303 | 1.4628 | 0.8948 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Profitability (%) | 50.4505 | 56.3636 | 44.6429 | 50.4505 | 56.3636 | 44.6429 |
Ratio Avg Win / Avg Loss | 4.7878 | 7.3558 | 1.7088 | 1.1101 | 1.1325 | 1.1095 |
Largest Winning Trade | 1917715 | 1917715 | 57957 | 12905080 | 12905080 | 7035050 |
Largest Losing Trade | -37322 | -34042 | -37322 | -7582826 | -3626026 | -7582826 |
Avg Bars in Trades | 57 | 50 | 65 | 57 | 50 | 65 |
Avg Bars in Winners | 87 | 69 | 110 | 87 | 69 | 110 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 6419 | 2758 | 3661 | 6419 | 2758 | 3661 |
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 | 771010 | -157496 | -463190 | -68795 | -169939 | -761250 |
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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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