Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403915.0384 | 1233497.4149 | 170417.6234 | 12559668.2923 | 636393.6154 | 11923274.6769 |
Total P&L (%) | 1403.915 | 1233.4974 | 170.4176 | 12559.6683 | 636.3936 | 11923.2747 |
Avg Daily Profit (%) | 0.633 | 0.5561 | 0.0768 | 0.2185 | 0.0901 | 0.2162 |
Buy And Hold Return (%) | 303.4784 | 303.4784 | 303.4784 | 303.4784 | 303.4784 | 303.4784 |
Max Trade Drawdown | -101994 | -80534 | -88442 | -26176758 | -22526892 | -13124865 |
Profit Factor | 2.7072 | 3.9222 | 1.4258 | 1.1118 | 1.0097 | 1.2536 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 46.2766 | 47.8723 | 44.6809 | 46.2766 | 47.8723 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.1429 | 4.2708 | 1.7653 | 1.2907 | 1.0995 | 1.552 |
Largest Winning Trade | 895822 | 895822 | 46992 | 9592826 | 9592826 | 7970813 |
Largest Losing Trade | -37264 | -37264 | -31113 | -7851929 | -7851929 | -5687108 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 8548 | 4724 | 3823 | 8548 | 4724 | 3823 |
Profit Streak | 0 | 0 | 13.0302 | 0 | 0 | 13.0302 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531865 | 532463 | -255938 | -89790 | -289491 | 263652 |
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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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