Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613989.5251 | 1426077.8054 | 187911.7197 | 49122733.502 | 23005508.5129 | 26117224.9891 |
Total P&L (%) | 1613.9895 | 1426.0778 | 187.9117 | 49122.7335 | 23005.5085 | 26117.225 |
Avg Daily Profit (%) | 0.8643 | 0.7636 | 0.1006 | 0.3325 | 0.2919 | 0.2987 |
Buy And Hold Return (%) | 455.5108 | 455.5108 | 455.5108 | 455.5108 | 455.5108 | 455.5108 |
Max Trade Drawdown | -104169 | -94546 | -90178 | -12350232 | -8261114 | -6860222 |
Profit Factor | 3.9109 | 5.6997 | 1.7486 | 1.8687 | 1.7036 | 2.0949 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 31.25 | 21.4286 | 41.0714 | 31.25 | 21.4286 | 41.0714 |
Ratio Avg Win / Avg Loss | 8.6039 | 20.8988 | 2.5088 | 4.1111 | 6.2465 | 3.0058 |
Largest Winning Trade | 580690 | 580690 | 59410 | 19368455 | 19368455 | 16825825 |
Largest Losing Trade | -31278 | -31278 | -29820 | -4168534 | -4168534 | -3412818 |
Avg Bars in Trades | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Winners | 67 | 85 | 57 | 67 | 85 | 57 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 3467 | 1736 | 1731 | 3467 | 1736 | 1731 |
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 | 381445 | -207720 | -404633 | 206021 | -213837 | -170663 |
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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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