Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2211531.8782 | 2050462.7942 | 161069.084 | 24016651.7357 | 4614951.8472 | 19401699.8885 |
Total P&L (%) | 2211.5319 | 2050.4628 | 161.0691 | 24016.6517 | 4614.9518 | 19401.6999 |
Avg Daily Profit (%) | 1.1842 | 1.098 | 0.0862 | 0.2942 | 0.2065 | 0.2828 |
Buy And Hold Return (%) | 757.3469 | 757.3469 | 757.3469 | 757.3469 | 757.3469 | 757.3469 |
Max Trade Drawdown | -84661 | -99566 | -57138 | -36514967 | -24610382 | -11904584 |
Profit Factor | 4.6322 | 6.3839 | 1.7064 | 1.2729 | 1.0861 | 1.5637 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 29.4964 | 24.2857 | 34.7826 | 29.4964 | 24.2857 | 34.7826 |
Ratio Avg Win / Avg Loss | 11.072 | 19.9028 | 3.1995 | 3.0426 | 3.3862 | 2.932 |
Largest Winning Trade | 1277388 | 1277388 | 48351 | 26942575 | 26942575 | 18838045 |
Largest Losing Trade | -32319 | -32319 | -16737 | -8811114 | -8811114 | -4387221 |
Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Winners | 58 | 67 | 52 | 58 | 67 | 52 |
Avg Bars in Losers | 11 | 15 | 8 | 11 | 15 | 8 |
Bars Traded | 3562 | 1951 | 1611 | 3562 | 1951 | 1611 |
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 | 305677 | -108561 | -347950 | 18738 | -244332 | -96046 |
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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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