Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108804.9284 | 919471.186 | 189333.7424 | 31639451.327 | 20691066.3514 | 10948384.9756 |
Total P&L (%) | 1108.8049 | 919.4712 | 189.3337 | 31639.4513 | 20691.0664 | 10948.385 |
Avg Daily Profit (%) | 0.5976 | 0.4955 | 0.102 | 0.3109 | 0.2881 | 0.2539 |
Buy And Hold Return (%) | 146.2866 | 146.2866 | 146.2866 | 146.2866 | 146.2866 | 146.2866 |
Max Trade Drawdown | -58323 | -54048 | -38843 | -20934045 | -18746960 | -9772146 |
Profit Factor | 3.4938 | 5.2763 | 1.8246 | 1.4059 | 1.4772 | 1.3165 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 29.703 | 27.451 | 32 | 29.703 | 27.451 | 32 |
Ratio Avg Win / Avg Loss | 8.2686 | 13.9446 | 3.8772 | 3.3272 | 3.9039 | 2.7975 |
Largest Winning Trade | 378772 | 378772 | 77387 | 19178058 | 19178058 | 16897592 |
Largest Losing Trade | -19414 | -12643 | -19414 | -4854119 | -4599595 | -4854119 |
Avg Bars in Trades | 71 | 67 | 74 | 71 | 67 | 74 |
Avg Bars in Winners | 192 | 190 | 195 | 192 | 190 | 195 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 7175 | 3449 | 3726 | 7175 | 3449 | 3726 |
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 | 334827 | -181260 | -314576 | 72345 | -188277 | -177261 |
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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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