Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191466.8701 | 984828.2245 | 206638.6455 | 65550774.5294 | 34152913.4546 | 31397861.0748 |
Total P&L (%) | 1191.4669 | 984.8282 | 206.6386 | 65550.7745 | 34152.9135 | 31397.8611 |
Avg Daily Profit (%) | 0.4762 | 0.3936 | 0.0826 | 0.2596 | 0.2335 | 0.2302 |
Buy And Hold Return (%) | 443.0992 | 443.0992 | 443.0992 | 443.0992 | 443.0992 | 443.0992 |
Max Trade Drawdown | -68716 | -58034 | -56517 | -33629299 | -22527346 | -14837379 |
Profit Factor | 3.3573 | 5.7408 | 1.6941 | 1.5952 | 1.5996 | 1.5904 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 40 | 37.931 | 42.1053 | 40 | 37.931 | 42.1053 |
Ratio Avg Win / Avg Loss | 5.036 | 9.394 | 2.3294 | 2.3927 | 2.6175 | 2.1868 |
Largest Winning Trade | 299759 | 299759 | 59194 | 21739537 | 18761107 | 21739537 |
Largest Losing Trade | -31248 | -14456 | -31248 | -7836431 | -7503073 | -7836431 |
Avg Bars in Trades | 127 | 105 | 150 | 127 | 105 | 150 |
Avg Bars in Winners | 234 | 195 | 269 | 234 | 195 | 269 |
Avg Bars in Losers | 56 | 50 | 64 | 56 | 50 | 64 |
Bars Traded | 14683 | 6109 | 8574 | 14683 | 6109 | 8574 |
Profit Streak | 0 | 0 | 11.3296 | 0 | 0 | 11.3296 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354493 | -172400 | -427745 | 286645 | -173676 | -171225 |
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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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