Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3395041.113 | 3162315.8696 | 232725.2433 | 27289875.7009 | 11157313.9554 | 16132561.7455 |
Total P&L (%) | 3395.0411 | 3162.3159 | 232.7252 | 27289.8757 | 11157.314 | 16132.5617 |
Avg Daily Profit (%) | 1.4627 | 1.3625 | 0.1003 | 0.2421 | 0.2037 | 0.2195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108240 | -85871 | -67825 | -26657705 | -17943083 | -10578628 |
Profit Factor | 4.6218 | 7.5466 | 1.5122 | 1.3528 | 1.281 | 1.4284 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 6.9327 | 14.4644 | 1.7958 | 2.0292 | 2.4553 | 1.6963 |
Largest Winning Trade | 2846827 | 2846827 | 83051 | 14194242 | 14117634 | 14194242 |
Largest Losing Trade | -30185 | -24431 | -30185 | -5180133 | -5180133 | -4382553 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 4470 | 2129 | 2341 | 4470 | 2129 | 2341 |
Profit Streak | 0 | 18.4972 | 0 | 0 | 18.4972 | 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 | 674892 | 598925 | -58285 | 266523 | 129705 | 306758 |
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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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