Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136948.3387 | 960861.2027 | 176087.136 | 30349761.4241 | 17388612.4813 | 12961148.9428 |
Total P&L (%) | 1136.9483 | 960.8612 | 176.0871 | 30349.7614 | 17388.6125 | 12961.1489 |
Avg Daily Profit (%) | 0.622 | 0.5256 | 0.0963 | 0.3133 | 0.2829 | 0.2669 |
Buy And Hold Return (%) | 720.1946 | 720.1946 | 720.1946 | 720.1946 | 720.1946 | 720.1946 |
Max Trade Drawdown | -108291 | -80260 | -52637 | -17610929 | -18621564 | -12365765 |
Profit Factor | 2.6823 | 3.8988 | 1.5113 | 1.3769 | 1.4089 | 1.341 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 49.5935 | 42.623 | 56.4516 | 49.5935 | 42.623 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.7262 | 5.2483 | 1.1659 | 1.3994 | 1.8966 | 1.0345 |
Largest Winning Trade | 277123 | 277123 | 60296 | 15672635 | 15672635 | 8100474 |
Largest Losing Trade | -46340 | -25387 | -46340 | -6457258 | -6457258 | -6036967 |
Avg Bars in Trades | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Winners | 38 | 41 | 36 | 38 | 41 | 36 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3558 | 1754 | 1804 | 3558 | 1754 | 1804 |
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 | 270336 | -208555 | -381837 | 360215 | -153942 | -144122 |
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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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