Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473817.9088 | 1347587.755 | 126230.1538 | 15172175.6627 | 13415947.6696 | 1756227.9931 |
Total P&L (%) | 1473.8179 | 1347.5878 | 126.2302 | 15172.1757 | 13415.9477 | 1756.228 |
Avg Daily Profit (%) | 0.8135 | 0.7438 | 0.0697 | 0.278 | 0.2712 | 0.1614 |
Buy And Hold Return (%) | 655.1543 | 655.1543 | 655.1543 | 655.1543 | 655.1543 | 655.1543 |
Max Trade Drawdown | -95790 | -65395 | -64391 | -29684216 | -21829442 | -18982070 |
Profit Factor | 3.6161 | 6.1961 | 1.4152 | 1.1826 | 1.3482 | 1.0394 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 40.9091 | 38.1818 | 43.6364 | 40.9091 | 38.1818 | 43.6364 |
Ratio Avg Win / Avg Loss | 5.2232 | 10.0317 | 1.828 | 1.7081 | 2.1828 | 1.3426 |
Largest Winning Trade | 778014 | 778014 | 74913 | 19128032 | 19128032 | 13663381 |
Largest Losing Trade | -31700 | -23055 | -31700 | -5511865 | -4263220 | -5511865 |
Avg Bars in Trades | 194 | 183 | 206 | 194 | 183 | 206 |
Avg Bars in Winners | 340 | 321 | 356 | 340 | 321 | 356 |
Avg Bars in Losers | 94 | 98 | 89 | 94 | 98 | 89 |
Bars Traded | 21441 | 10106 | 11335 | 21441 | 10106 | 11335 |
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 | 413630 | -169946 | -446313 | -13140 | -174515 | -355409 |
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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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