Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240004.5018 | 2172567.9249 | 67436.5769 | 27246041.3196 | 25658781.9339 | 1587259.3856 |
Total P&L (%) | 2240.0045 | 2172.5679 | 67.4366 | 27246.0413 | 25658.7819 | 1587.2594 |
Avg Daily Profit (%) | 1.0963 | 1.0633 | 0.033 | 0.275 | 0.2721 | 0.1384 |
Buy And Hold Return (%) | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 | 3749.202 |
Max Trade Drawdown | -136207 | -98068 | -169500 | -6513490 | -4819469 | -7156061 |
Profit Factor | 3.6713 | 6.1301 | 1.1625 | 1.8372 | 2.3683 | 1.1151 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 50 | 51.8519 | 48.1481 | 50 | 51.8519 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.6713 | 5.6922 | 1.2519 | 1.8372 | 2.1991 | 1.2009 |
Largest Winning Trade | 1161189 | 1161189 | 69537 | 8521694 | 8521694 | 3015378 |
Largest Losing Trade | -54884 | -54884 | -40660 | -4819469 | -4819469 | -2962497 |
Avg Bars in Trades | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Winners | 97 | 102 | 91 | 97 | 102 | 91 |
Avg Bars in Losers | 48 | 61 | 35 | 48 | 61 | 35 |
Bars Traded | 7859 | 4475 | 3384 | 7859 | 4475 | 3384 |
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 | -145246 | -323670 | -537156 | 448270 | -166754 | -448356 |
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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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