Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614014.4726 | 1448665.7377 | 165348.7348 | 14746005.1167 | 7519815.2073 | 7226189.9094 |
Total P&L (%) | 1614.0145 | 1448.6657 | 165.3487 | 14746.0051 | 7519.8152 | 7226.1899 |
Avg Daily Profit (%) | 0.8576 | 0.7697 | 0.0879 | 0.266 | 0.2305 | 0.2284 |
Buy And Hold Return (%) | 258.9297 | 258.9297 | 258.9297 | 258.9297 | 258.9297 | 258.9297 |
Max Trade Drawdown | -139737 | -102686 | -65629 | -4240388 | -3400763 | -2099204 |
Profit Factor | 5.659 | 8.4811 | 2.0822 | 1.9335 | 1.7949 | 2.1404 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 35.1064 | 25.5319 | 44.6809 | 35.1064 | 25.5319 | 44.6809 |
Ratio Avg Win / Avg Loss | 10.4606 | 24.7366 | 2.578 | 3.574 | 5.2351 | 2.6501 |
Largest Winning Trade | 1123876 | 1123876 | 63872 | 4357854 | 4077671 | 4357854 |
Largest Losing Trade | -19094 | -19094 | -15996 | -1130014 | -1130014 | -765044 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 130 | 140 | 125 | 130 | 140 | 125 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 5503 | 2335 | 3167 | 5503 | 2335 | 3167 |
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 | 555903 | -7168 | -239468 | 242379 | -15964 | 373121 |
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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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