Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1236589.6841 | 1064414.7717 | 172174.9124 | 26348654.4364 | 11536461.0061 | 14812193.4303 |
Total P&L (%) | 1236.5897 | 1064.4148 | 172.1749 | 26348.6544 | 11536.461 | 14812.1934 |
Avg Daily Profit (%) | 0.5241 | 0.4511 | 0.073 | 0.2367 | 0.2018 | 0.2123 |
Buy And Hold Return (%) | 531.0151 | 531.0151 | 531.0151 | 531.0151 | 531.0151 | 531.0151 |
Max Trade Drawdown | -101971 | -68867 | -68141 | -25884292 | -16613688 | -15241106 |
Profit Factor | 2.7457 | 4.2548 | 1.4515 | 1.2462 | 1.2107 | 1.2835 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 52.3077 | 46.1538 | 58.4615 | 52.3077 | 46.1538 | 58.4615 |
Ratio Avg Win / Avg Loss | 2.5034 | 4.9639 | 1.0313 | 1.1363 | 1.4124 | 0.912 |
Largest Winning Trade | 312933 | 312933 | 65688 | 15167863 | 15167863 | 8752087 |
Largest Losing Trade | -52884 | -30777 | -52884 | -10573584 | -6985499 | -10573584 |
Avg Bars in Trades | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Winners | 82 | 91 | 75 | 82 | 91 | 75 |
Avg Bars in Losers | 58 | 44 | 77 | 58 | 44 | 77 |
Bars Traded | 9238 | 4294 | 4944 | 9238 | 4294 | 4944 |
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 | 431761 | -122880 | -390863 | 315005 | -125862 | -124124 |
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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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