Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2506733.4129 | 2324006.776 | 182726.6369 | 24638657.0896 | 5861257.4058 | 18777399.6838 |
Total P&L (%) | 2506.7334 | 2324.0068 | 182.7266 | 24638.6571 | 5861.2574 | 18777.3997 |
Avg Daily Profit (%) | 1.1295 | 1.0472 | 0.0823 | 0.2486 | 0.1844 | 0.2364 |
Buy And Hold Return (%) | 267.4426 | 267.4426 | 267.4426 | 267.4426 | 267.4426 | 267.4426 |
Max Trade Drawdown | -75210 | -43938 | -58472 | -8648245 | -6792930 | -8543825 |
Profit Factor | 5.4966 | 10.0402 | 1.6083 | 1.4742 | 1.2117 | 1.7737 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 53.1532 | 50 | 56.3636 | 53.1532 | 50 | 56.3636 |
Ratio Avg Win / Avg Loss | 4.8445 | 10.0402 | 1.2451 | 1.2993 | 1.2117 | 1.3731 |
Largest Winning Trade | 2050080 | 2050080 | 45079 | 8531641 | 5071202 | 8531641 |
Largest Losing Trade | -49320 | -35195 | -49320 | -5061453 | -5061453 | -3849541 |
Avg Bars in Trades | 55 | 61 | 50 | 55 | 61 | 50 |
Avg Bars in Winners | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 6214 | 3452 | 2762 | 6214 | 3452 | 2762 |
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 | 803334 | -158146 | -426102 | 370999 | -172607 | -168629 |
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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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