Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759173.9628 | 1582477.485 | 176696.4779 | 39039487.6252 | 37019356.1306 | 2020131.4946 |
Total P&L (%) | 1759.174 | 1582.4775 | 176.6965 | 39039.4876 | 37019.3561 | 2020.1315 |
Avg Daily Profit (%) | 0.7034 | 0.6327 | 0.0707 | 0.239 | 0.2369 | 0.1222 |
Buy And Hold Return (%) | 451.4113 | 451.4113 | 451.4113 | 451.4113 | 451.4113 | 451.4113 |
Max Trade Drawdown | -74011 | -61789 | -56828 | -44551277 | -35541792 | -38913962 |
Profit Factor | 4.8495 | 8.1677 | 1.7481 | 1.2391 | 1.4418 | 1.0254 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 36.7347 | 30.6122 | 42.8571 | 36.7347 | 30.6122 | 42.8571 |
Ratio Avg Win / Avg Loss | 8.3519 | 18.5134 | 2.3307 | 2.134 | 3.268 | 1.3672 |
Largest Winning Trade | 1010143 | 1010143 | 59446 | 39488653 | 39488653 | 18169733 |
Largest Losing Trade | -29926 | -21770 | -29926 | -13348274 | -8866583 | -13348274 |
Avg Bars in Trades | 49 | 44 | 55 | 49 | 44 | 55 |
Avg Bars in Winners | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 4891 | 2193 | 2698 | 4891 | 2193 | 2698 |
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 | 461281 | 365744 | -263751 | 154661 | 106942 | -226516 |
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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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