Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5372533.0599 | 5314110.5812 | 58422.4786 | 478835.2532 | 76191.2744 | 402643.9788 |
Total P&L (%) | 5372.5331 | 5314.1106 | 58.4225 | 478.8353 | 76.1913 | 402.644 |
Avg Daily Profit (%) | 2.2602 | 2.2356 | 0.0246 | 0.0739 | 0.0238 | 0.068 |
Buy And Hold Return (%) | 303.998 | 303.998 | 303.998 | 303.998 | 303.998 | 303.998 |
Max Trade Drawdown | -150347 | -147385 | -100993 | -706498 | -688250 | -302232 |
Profit Factor | 10.0322 | 18.177 | 1.2047 | 1.1876 | 1.0509 | 1.3811 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 8.3601 | 15.1475 | 1.0039 | 0.9897 | 0.8758 | 1.151 |
Largest Winning Trade | 5196428 | 5196428 | 44188 | 511987 | 511987 | 335786 |
Largest Losing Trade | -92741 | -49353 | -92741 | -310157 | -310157 | -302232 |
Avg Bars in Trades | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Winners | 86 | 83 | 90 | 86 | 83 | 90 |
Avg Bars in Losers | 47 | 39 | 54 | 47 | 39 | 54 |
Bars Traded | 4540 | 2092 | 2448 | 4540 | 2092 | 2448 |
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 | -104948 | 846175 | -325747 | -247697 | -492395 | -165880 |
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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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