Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780394.5959 | 1674362.9649 | 106031.631 | 7869265.6273 | 2455272.9146 | 5413992.7127 |
Total P&L (%) | 1780.3946 | 1674.363 | 106.0316 | 7869.2656 | 2455.2729 | 5413.9927 |
Avg Daily Profit (%) | 0.9497 | 0.8932 | 0.0566 | 0.2338 | 0.173 | 0.2141 |
Buy And Hold Return (%) | 470.9091 | 470.9091 | 470.9091 | 470.9091 | 470.9091 | 470.9091 |
Max Trade Drawdown | -129714 | -108189 | -58525 | -10478295 | -9197751 | -4261637 |
Profit Factor | 3.9408 | 5.8469 | 1.4079 | 1.2184 | 1.1097 | 1.3962 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 4.5471 | 7.7959 | 1.4079 | 1.4058 | 1.4796 | 1.3962 |
Largest Winning Trade | 1000209 | 1000209 | 54530 | 5739246 | 5739246 | 2375422 |
Largest Losing Trade | -38254 | -32146 | -38254 | -3632579 | -3632579 | -3179768 |
Avg Bars in Trades | 95 | 109 | 82 | 95 | 109 | 82 |
Avg Bars in Winners | 122 | 145 | 102 | 122 | 145 | 102 |
Avg Bars in Losers | 72 | 82 | 61 | 72 | 82 | 61 |
Bars Traded | 10722 | 6130 | 4592 | 10722 | 6130 | 4592 |
Profit Streak | 0 | 48.637 | 0 | 0 | 48.637 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605006 | -163225 | -462482 | 245533 | -275478 | -171225 |
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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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