Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457209.3502 | 1343611.6754 | 113597.6747 | 12193071.5919 | 8521630.3296 | 3671441.2623 |
Total P&L (%) | 1457.2094 | 1343.6117 | 113.5977 | 12193.0716 | 8521.6303 | 3671.4413 |
Avg Daily Profit (%) | 0.8003 | 0.7379 | 0.0624 | 0.2646 | 0.2451 | 0.1996 |
Buy And Hold Return (%) | 644.3162 | 644.3162 | 644.3162 | 644.3162 | 644.3162 | 644.3162 |
Max Trade Drawdown | -85321 | -47236 | -61311 | -18500350 | -10752246 | -12248746 |
Profit Factor | 3.6132 | 6.2537 | 1.3763 | 1.2382 | 1.3445 | 1.1388 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 39.6226 | 33.9623 | 45.283 | 39.6226 | 33.9623 | 45.283 |
Ratio Avg Win / Avg Loss | 5.5058 | 12.1599 | 1.663 | 1.8868 | 2.6143 | 1.376 |
Largest Winning Trade | 770515 | 770515 | 76738 | 11602352 | 11602352 | 9633199 |
Largest Losing Trade | -28088 | -19416 | -28088 | -3997391 | -3734550 | -3997391 |
Avg Bars in Trades | 202 | 189 | 215 | 202 | 189 | 215 |
Avg Bars in Winners | 352 | 341 | 360 | 352 | 341 | 360 |
Avg Bars in Losers | 103 | 111 | 94 | 103 | 111 | 94 |
Bars Traded | 21437 | 10030 | 11407 | 21437 | 10030 | 11407 |
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 | 397648 | -171726 | -455632 | 203520 | -176680 | -242594 |
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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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