Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407424.7999 | 1255304.6683 | 152120.1316 | 19788551.7292 | 10424141.4841 | 9364410.2451 |
Total P&L (%) | 1407.4248 | 1255.3047 | 152.1201 | 19788.5517 | 10424.1415 | 9364.4102 |
Avg Daily Profit (%) | 0.5623 | 0.5015 | 0.0608 | 0.2117 | 0.1862 | 0.182 |
Buy And Hold Return (%) | 357.0753 | 357.0753 | 357.0753 | 357.0753 | 357.0753 | 357.0753 |
Max Trade Drawdown | -99266 | -44206 | -64182 | -18493579 | -13095103 | -14676613 |
Profit Factor | 4.2262 | 8.0048 | 1.5918 | 1.2754 | 1.2923 | 1.2588 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.3532 | 9.0054 | 2.274 | 1.6155 | 1.4539 | 1.7982 |
Largest Winning Trade | 748954 | 748954 | 54233 | 12564664 | 12564664 | 11726906 |
Largest Losing Trade | -31148 | -20802 | -31148 | -6384065 | -6384065 | -6211601 |
Avg Bars in Trades | 95 | 84 | 105 | 95 | 84 | 105 |
Avg Bars in Winners | 163 | 132 | 198 | 163 | 132 | 198 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 9712 | 4328 | 5384 | 9712 | 4328 | 5384 |
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 | 506575 | -164708 | -458059 | 257982 | -173242 | -174660 |
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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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