Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1950340.4779 | 1821368.9202 | 128971.5577 | 11785263.2797 | 3661841.1337 | 8123422.146 |
Total P&L (%) | 1950.3405 | 1821.3689 | 128.9716 | 11785.2633 | 3661.8411 | 8123.4221 |
Avg Daily Profit (%) | 1.0424 | 0.9735 | 0.0689 | 0.2557 | 0.1941 | 0.236 |
Buy And Hold Return (%) | 494.9099 | 494.9099 | 494.9099 | 494.9099 | 494.9099 | 494.9099 |
Max Trade Drawdown | -94207 | -81383 | -55742 | -12185366 | -9745908 | -6075784 |
Profit Factor | 4.569 | 7.1061 | 1.5197 | 1.2704 | 1.1416 | 1.4584 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 49.5413 | 43.6364 | 55.5556 | 49.5413 | 43.6364 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.6536 | 9.1788 | 1.2157 | 1.2939 | 1.4746 | 1.1667 |
Largest Winning Trade | 1212298 | 1212298 | 64099 | 7820251 | 7820251 | 5546800 |
Largest Losing Trade | -34416 | -31413 | -34416 | -3203364 | -3203364 | -2355207 |
Avg Bars in Trades | 50 | 40 | 59 | 50 | 40 | 59 |
Avg Bars in Winners | 71 | 61 | 79 | 71 | 61 | 79 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 5469 | 2252 | 3217 | 5469 | 2252 | 3217 |
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 | 672905 | -163191 | -444583 | 307014 | -239310 | -169938 |
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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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