Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311932.0811 | 1170496.5807 | 141435.5004 | 16171967.108 | 14564692.7426 | 1607274.3655 |
Total P&L (%) | 1311.9321 | 1170.4966 | 141.4355 | 16171.9671 | 14564.6927 | 1607.2744 |
Avg Daily Profit (%) | 0.7179 | 0.6405 | 0.0774 | 0.279 | 0.2733 | 0.1554 |
Buy And Hold Return (%) | 824.5354 | 824.5354 | 824.5354 | 824.5354 | 824.5354 | 824.5354 |
Max Trade Drawdown | -88229 | -44266 | -56386 | -27864066 | -11994198 | -15869868 |
Profit Factor | 4.3009 | 6.4272 | 1.7781 | 1.2695 | 1.4784 | 1.0544 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 56.6038 | 56.6038 | 56.6038 | 56.6038 | 56.6038 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.2974 | 4.9275 | 1.3632 | 0.9733 | 1.1334 | 0.8083 |
Largest Winning Trade | 497031 | 497031 | 66313 | 20287199 | 20287199 | 12385192 |
Largest Losing Trade | -44266 | -44266 | -32634 | -7882936 | -7814197 | -7882936 |
Avg Bars in Trades | 63 | 56 | 71 | 63 | 56 | 71 |
Avg Bars in Winners | 87 | 72 | 103 | 87 | 72 | 103 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 6756 | 2970 | 3786 | 6756 | 2970 | 3786 |
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 | 405705 | -194109 | -432331 | 290940 | -169360 | -341175 |
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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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