Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077339.3594 | 893979.8919 | 183359.4676 | 34630035.6795 | 17927547.4836 | 16702488.1959 |
Total P&L (%) | 1077.3394 | 893.9799 | 183.3595 | 34630.0357 | 17927.5475 | 16702.4882 |
Avg Daily Profit (%) | 0.5828 | 0.4836 | 0.0992 | 0.317 | 0.2814 | 0.2776 |
Buy And Hold Return (%) | 90.5657 | 90.5657 | 90.5657 | 90.5657 | 90.5657 | 90.5657 |
Max Trade Drawdown | -36907 | -27196 | -53438 | -9557206 | -8339724 | -5813565 |
Profit Factor | 3.3401 | 5.5193 | 1.6983 | 1.8722 | 1.8113 | 1.9487 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 30.8333 | 33.3333 | 28.3333 | 30.8333 | 33.3333 | 28.3333 |
Ratio Avg Win / Avg Loss | 7.4927 | 11.0386 | 4.2958 | 4.1998 | 3.6226 | 4.929 |
Largest Winning Trade | 359356 | 359356 | 79741 | 14441656 | 11404278 | 14441656 |
Largest Losing Trade | -20961 | -12576 | -20961 | -3552248 | -3552248 | -1886720 |
Avg Bars in Trades | 45 | 42 | 47 | 45 | 42 | 47 |
Avg Bars in Winners | 117 | 98 | 140 | 117 | 98 | 140 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 5400 | 2542 | 2858 | 5400 | 2542 | 2858 |
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 | 380174 | -157302 | -248648 | 196407 | -163770 | -172179 |
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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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