Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2107553.5229 | 1950281.0809 | 157272.442 | 22815435.8749 | 16584380.5456 | 6231055.3293 |
Total P&L (%) | 2107.5535 | 1950.2811 | 157.2724 | 22815.4359 | 16584.3805 | 6231.0553 |
Avg Daily Profit (%) | 0.9322 | 0.8627 | 0.0696 | 0.2407 | 0.2266 | 0.1837 |
Buy And Hold Return (%) | 272.5275 | 272.5275 | 272.5275 | 272.5275 | 272.5275 | 272.5275 |
Max Trade Drawdown | -70285 | -46841 | -59406 | -31530663 | -14187842 | -26647104 |
Profit Factor | 5.0343 | 9.96 | 1.5161 | 1.2448 | 1.5373 | 1.0999 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 48.5981 | 48.1481 | 49.0566 | 48.5981 | 48.1481 | 49.0566 |
Ratio Avg Win / Avg Loss | 5.3247 | 10.7261 | 1.5744 | 1.3166 | 1.6556 | 1.1422 |
Largest Winning Trade | 1429779 | 1429779 | 60711 | 12007315 | 6110825 | 12007315 |
Largest Losing Trade | -31077 | -31077 | -30367 | -16325094 | -5252764 | -16325094 |
Avg Bars in Trades | 80 | 75 | 84 | 80 | 75 | 84 |
Avg Bars in Winners | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 8565 | 4087 | 4478 | 8565 | 4087 | 4478 |
Profit Streak | 0 | 0 | 72.2612 | 0 | 0 | 72.2612 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 750247 | -159026 | -443178 | 283357 | -169865 | -282558 |
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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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