Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2806775.8524 | 2656294.8689 | 150480.9835 | 10357316.073 | 6207218.1727 | 4150097.9003 |
Total P&L (%) | 2806.7759 | 2656.2949 | 150.481 | 10357.3161 | 6207.2182 | 4150.0979 |
Avg Daily Profit (%) | 1.3473 | 1.275 | 0.0722 | 0.2234 | 0.1991 | 0.1801 |
Buy And Hold Return (%) | 350.3452 | 350.3452 | 350.3452 | 350.3452 | 350.3452 | 350.3452 |
Max Trade Drawdown | -123591 | -74671 | -88752 | -8101264 | -3871392 | -7649311 |
Profit Factor | 5.5702 | 10.5012 | 1.4498 | 1.3133 | 1.4098 | 1.2317 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 50.9434 | 56.6038 | 45.283 | 50.9434 | 56.6038 | 45.283 |
Ratio Avg Win / Avg Loss | 5.3639 | 8.0509 | 1.7518 | 1.2647 | 1.0809 | 1.4883 |
Largest Winning Trade | 2455226 | 2455226 | 48577 | 6810846 | 6810846 | 3614188 |
Largest Losing Trade | -45514 | -33209 | -45514 | -2902172 | -2089843 | -2902172 |
Avg Bars in Trades | 230 | 229 | 231 | 230 | 229 | 231 |
Avg Bars in Winners | 333 | 306 | 368 | 333 | 306 | 368 |
Avg Bars in Losers | 122 | 128 | 118 | 122 | 128 | 118 |
Bars Traded | 24422 | 12146 | 12276 | 24422 | 12146 | 12276 |
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 | 801299 | -157092 | -442055 | 317074 | -170414 | -174355 |
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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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