Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106334.6846 | 1935156.303 | 171178.3816 | 15526999.0243 | 1325283.2541 | 14201715.7703 |
Total P&L (%) | 2106.3347 | 1935.1563 | 171.1784 | 15526.999 | 1325.2833 | 14201.7158 |
Avg Daily Profit (%) | 1.1284 | 1.0367 | 0.0917 | 0.271 | 0.1424 | 0.2662 |
Buy And Hold Return (%) | 269.2065 | 269.2065 | 269.2065 | 269.2065 | 269.2065 | 269.2065 |
Max Trade Drawdown | -85426 | -70645 | -47754 | -11291719 | -11566121 | -5223611 |
Profit Factor | 4.3066 | 6.0389 | 1.6767 | 1.2586 | 1.0355 | 1.6247 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 37.8947 | 27.0833 | 48.9362 | 37.8947 | 27.0833 | 48.9362 |
Ratio Avg Win / Avg Loss | 7.0581 | 16.2586 | 1.7496 | 2.0627 | 2.7879 | 1.6954 |
Largest Winning Trade | 1130434 | 1130434 | 57337 | 13550763 | 13550763 | 6935038 |
Largest Losing Trade | -44053 | -44053 | -27521 | -4704085 | -3700139 | -4704085 |
Avg Bars in Trades | 233 | 199 | 269 | 233 | 199 | 269 |
Avg Bars in Winners | 415 | 422 | 411 | 415 | 422 | 411 |
Avg Bars in Losers | 123 | 116 | 133 | 123 | 116 | 133 |
Bars Traded | 22214 | 9566 | 12648 | 22214 | 9566 | 12648 |
Profit Streak | 0 | 0 | 79.619 | 0 | 0 | 79.619 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586192 | 38805 | -232506 | 184754 | -205038 | 443172 |
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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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