Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357169.3098 | 1154921.4697 | 202247.8401 | 43100040.1974 | 19415175.166 | 23684865.0315 |
Total P&L (%) | 1357.1693 | 1154.9215 | 202.2478 | 43100.0402 | 19415.1752 | 23684.865 |
Avg Daily Profit (%) | 0.5422 | 0.4614 | 0.0808 | 0.2427 | 0.2109 | 0.2188 |
Buy And Hold Return (%) | 447.4347 | 447.4347 | 447.4347 | 447.4347 | 447.4347 | 447.4347 |
Max Trade Drawdown | -87865 | -61946 | -55531 | -35440813 | -24670468 | -19133246 |
Profit Factor | 4.0017 | 6.5538 | 1.8283 | 1.4633 | 1.365 | 1.5947 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 43.3628 | 35.0877 | 51.7857 | 43.3628 | 35.0877 | 51.7857 |
Ratio Avg Win / Avg Loss | 5.2268 | 12.1246 | 1.7022 | 1.9113 | 2.5252 | 1.4848 |
Largest Winning Trade | 567803 | 567803 | 58966 | 15667897 | 15667897 | 14164703 |
Largest Losing Trade | -46540 | -17732 | -46540 | -7791174 | -7791174 | -7648974 |
Avg Bars in Trades | 86 | 76 | 97 | 86 | 76 | 97 |
Avg Bars in Winners | 144 | 150 | 140 | 144 | 150 | 140 |
Avg Bars in Losers | 42 | 35 | 51 | 42 | 35 | 51 |
Bars Traded | 9794 | 4338 | 5456 | 9794 | 4338 | 5456 |
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 | 455855 | -170815 | -427213 | 299344 | -176409 | -169740 |
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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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