Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606214.5796 | 1487881.3367 | 118333.243 | 11117333.6823 | 6665546.3903 | 4451787.292 |
Total P&L (%) | 1606.2146 | 1487.8813 | 118.3332 | 11117.3337 | 6665.5464 | 4451.7873 |
Avg Daily Profit (%) | 0.8857 | 0.8204 | 0.0653 | 0.2606 | 0.2327 | 0.2108 |
Buy And Hold Return (%) | 518.5155 | 518.5155 | 518.5155 | 518.5155 | 518.5155 | 518.5155 |
Max Trade Drawdown | -70465 | -92855 | -53331 | -7176960 | -6173853 | -3148851 |
Profit Factor | 3.8881 | 5.1839 | 1.5901 | 1.4117 | 1.4023 | 1.4265 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 49.5413 | 46.2963 | 52.7273 | 49.5413 | 46.2963 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.9601 | 6.0133 | 1.4256 | 1.4378 | 1.6267 | 1.2789 |
Largest Winning Trade | 852476 | 852476 | 68815 | 5551733 | 5551733 | 2449698 |
Largest Losing Trade | -36039 | -36039 | -29762 | -2306041 | -2241763 | -2306041 |
Avg Bars in Trades | 191 | 269 | 115 | 191 | 269 | 115 |
Avg Bars in Winners | 240 | 353 | 142 | 240 | 353 | 142 |
Avg Bars in Losers | 144 | 197 | 85 | 144 | 197 | 85 |
Bars Traded | 20917 | 14566 | 6350 | 20917 | 14566 | 6350 |
Profit Streak | 0 | 78.6361 | 0 | 0 | 78.6361 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623052 | -162645 | -449427 | 339601 | -170395 | -170715 |
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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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