Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2054856.623 | 1950431.9734 | 104424.6496 | 6523661.7112 | 2712170.1556 | 3811491.5555 |
Total P&L (%) | 2054.8566 | 1950.432 | 104.4247 | 6523.6617 | 2712.1702 | 3811.4916 |
Avg Daily Profit (%) | 1.1005 | 1.0446 | 0.0559 | 0.2248 | 0.1789 | 0.1966 |
Buy And Hold Return (%) | 478.8503 | 478.8503 | 478.8503 | 478.8503 | 478.8503 | 478.8503 |
Max Trade Drawdown | -95382 | -110611 | -40794 | -9737709 | -9616255 | -4974369 |
Profit Factor | 3.7764 | 5.8977 | 1.3054 | 1.1191 | 1.0925 | 1.1495 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 38 | 12 | 26 | 38 | 12 | 26 |
Losing Trades | 91 | 53 | 38 | 91 | 53 | 38 |
Profitability (%) | 29.4574 | 18.4615 | 40.625 | 29.4574 | 18.4615 | 40.625 |
Ratio Avg Win / Avg Loss | 9.0434 | 26.048 | 1.9079 | 2.6798 | 4.8254 | 1.6801 |
Largest Winning Trade | 1223376 | 1223376 | 55269 | 9646688 | 9646688 | 5318154 |
Largest Losing Trade | -25384 | -16147 | -25384 | -3379933 | -1593801 | -3379933 |
Avg Bars in Trades | 84 | 75 | 94 | 84 | 75 | 94 |
Avg Bars in Winners | 193 | 213 | 184 | 193 | 213 | 184 |
Avg Bars in Losers | 39 | 43 | 33 | 39 | 43 | 33 |
Bars Traded | 10938 | 4878 | 6060 | 10938 | 4878 | 6060 |
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 | 307211 | -170916 | -425890 | -90038 | -301244 | -190030 |
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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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