Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2150784.2588 | 1960100.0631 | 190684.1957 | 50619356.2297 | 18623462.3851 | 31995893.8446 |
Total P&L (%) | 2150.7843 | 1960.1001 | 190.6842 | 50619.3562 | 18623.4624 | 31995.8938 |
Avg Daily Profit (%) | 0.9527 | 0.8682 | 0.0845 | 0.2763 | 0.232 | 0.256 |
Buy And Hold Return (%) | 271.159 | 271.159 | 271.159 | 271.159 | 271.159 | 271.159 |
Max Trade Drawdown | -133627 | -58024 | -115289 | -24953158 | -19663065 | -5561946 |
Profit Factor | 5.441 | 8.7811 | 1.8205 | 1.8104 | 1.4607 | 2.4521 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 43.9024 | 47.5 | 45.679 | 43.9024 | 47.5 |
Ratio Avg Win / Avg Loss | 6.4704 | 11.2203 | 2.0122 | 2.1529 | 1.8664 | 2.7102 |
Largest Winning Trade | 1140761 | 1140761 | 59855 | 16646465 | 15857374 | 16646465 |
Largest Losing Trade | -36378 | -27180 | -36378 | -19663065 | -19663065 | -5290093 |
Avg Bars in Trades | 78 | 73 | 85 | 78 | 73 | 85 |
Avg Bars in Winners | 132 | 115 | 149 | 132 | 115 | 149 |
Avg Bars in Losers | 33 | 40 | 27 | 33 | 40 | 27 |
Bars Traded | 6398 | 2996 | 3402 | 6398 | 2996 | 3402 |
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 | 124520 | 699044 | -243459 | -5833 | 293501 | 440808 |
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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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