Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053828.8929 | 892750.3147 | 161078.5783 | 25143871.0862 | 13076900.6519 | 12066970.4342 |
Total P&L (%) | 1053.8289 | 892.7503 | 161.0786 | 25143.8711 | 13076.9007 | 12066.9704 |
Avg Daily Profit (%) | 0.4216 | 0.3571 | 0.0644 | 0.2215 | 0.1955 | 0.1923 |
Buy And Hold Return (%) | 452.7517 | 452.7517 | 452.7517 | 452.7517 | 452.7517 | 452.7517 |
Max Trade Drawdown | -93018 | -59090 | -43363 | -21477635 | -12424726 | -10211787 |
Profit Factor | 3.2861 | 5.2453 | 1.6426 | 1.4956 | 1.4812 | 1.5121 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.6782 | 41.8605 | 45.4545 | 43.6782 | 41.8605 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.2373 | 7.2851 | 1.9711 | 1.9285 | 2.0573 | 1.8145 |
Largest Winning Trade | 312809 | 312809 | 58904 | 9812201 | 9812201 | 8335722 |
Largest Losing Trade | -33247 | -24744 | -33247 | -7735968 | -5751442 | -7735968 |
Avg Bars in Trades | 112 | 103 | 121 | 112 | 103 | 121 |
Avg Bars in Winners | 188 | 183 | 192 | 188 | 183 | 192 |
Avg Bars in Losers | 53 | 45 | 62 | 53 | 45 | 62 |
Bars Traded | 9784 | 4443 | 5341 | 9784 | 4443 | 5341 |
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 | 334177 | 257921 | -271265 | 301876 | 258726 | 315117 |
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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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