Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413711.1068 | 1316257.6024 | 97453.5043 | 8429165.626 | 6641191.5848 | 1787974.0412 |
Total P&L (%) | 1413.7111 | 1316.2576 | 97.4535 | 8429.1656 | 6641.1916 | 1787.974 |
Avg Daily Profit (%) | 0.7779 | 0.7243 | 0.0536 | 0.2449 | 0.232 | 0.1618 |
Buy And Hold Return (%) | 667.1674 | 667.1674 | 667.1674 | 667.1674 | 667.1674 | 667.1674 |
Max Trade Drawdown | -90585 | -57297 | -60188 | -14596268 | -9034367 | -10080825 |
Profit Factor | 3.4847 | 5.7919 | 1.3312 | 1.1933 | 1.3123 | 1.08 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 36.7347 | 34.6939 | 38.7755 | 36.7347 | 34.6939 | 38.7755 |
Ratio Avg Win / Avg Loss | 6.0014 | 10.9023 | 2.1018 | 2.0551 | 2.4703 | 1.7053 |
Largest Winning Trade | 783097 | 783097 | 75784 | 8731751 | 8731751 | 7059957 |
Largest Losing Trade | -31237 | -23482 | -31237 | -5560908 | -2611751 | -5560908 |
Avg Bars in Trades | 218 | 206 | 231 | 218 | 206 | 231 |
Avg Bars in Winners | 394 | 364 | 422 | 394 | 364 | 422 |
Avg Bars in Losers | 116 | 122 | 111 | 116 | 122 | 111 |
Bars Traded | 21458 | 10096 | 11362 | 21458 | 10096 | 11362 |
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 | 311369 | 286876 | -289967 | -3288 | 134108 | -131367 |
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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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