Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512938.5553 | 1402811.1547 | 110127.4006 | 8665906.7404 | 7143106.9443 | 1522799.7961 |
Total P&L (%) | 1512.9386 | 1402.8112 | 110.1274 | 8665.9067 | 7143.1069 | 1522.7998 |
Avg Daily Profit (%) | 0.6048 | 0.5607 | 0.044 | 0.179 | 0.1713 | 0.1115 |
Buy And Hold Return (%) | 441.4187 | 441.4187 | 441.4187 | 441.4187 | 441.4187 | 441.4187 |
Max Trade Drawdown | -77745 | -60974 | -70001 | -16759895 | -9118305 | -14692343 |
Profit Factor | 3.872 | 6.9258 | 1.3797 | 1.1507 | 1.245 | 1.0537 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 30.3371 | 31.1111 | 29.5455 | 30.3371 | 31.1111 | 29.5455 |
Ratio Avg Win / Avg Loss | 8.8912 | 15.3358 | 3.29 | 2.6424 | 2.7567 | 2.5128 |
Largest Winning Trade | 930700 | 930700 | 61902 | 10860458 | 10860458 | 6947550 |
Largest Losing Trade | -27397 | -16797 | -27397 | -4363583 | -2575080 | -4363583 |
Avg Bars in Trades | 109 | 94 | 124 | 109 | 94 | 124 |
Avg Bars in Winners | 258 | 215 | 305 | 258 | 215 | 305 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 9735 | 4239 | 5496 | 9735 | 4239 | 5496 |
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 | 299686 | 338998 | -307931 | -53169 | 49379 | -216517 |
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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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