Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1385243.9915 | 1269058.3174 | 116185.6741 | 12541181.0458 | 10005493.524 | 2535687.5218 |
Total P&L (%) | 1385.244 | 1269.0583 | 116.1857 | 12541.181 | 10005.4935 | 2535.6875 |
Avg Daily Profit (%) | 0.7598 | 0.696 | 0.0637 | 0.2658 | 0.2535 | 0.1796 |
Buy And Hold Return (%) | 721.2891 | 721.2891 | 721.2891 | 721.2891 | 721.2891 | 721.2891 |
Max Trade Drawdown | -59642 | -59826 | -45428 | -9772321 | -4659455 | -8701095 |
Profit Factor | 3.5343 | 6.0741 | 1.3919 | 1.3087 | 1.5876 | 1.1075 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 41.4894 | 36.1702 | 46.8085 | 41.4894 | 36.1702 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.9842 | 10.7189 | 1.5817 | 1.8456 | 2.8016 | 1.2585 |
Largest Winning Trade | 778098 | 778098 | 74330 | 7135001 | 6568294 | 7135001 |
Largest Losing Trade | -30803 | -24998 | -30803 | -5700537 | -2582102 | -5700537 |
Avg Bars in Trades | 228 | 214 | 241 | 228 | 214 | 241 |
Avg Bars in Winners | 383 | 359 | 402 | 383 | 359 | 402 |
Avg Bars in Losers | 117 | 132 | 100 | 117 | 132 | 100 |
Bars Traded | 21438 | 10080 | 11358 | 21438 | 10080 | 11358 |
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 | 326314 | 252572 | -273022 | 244406 | 221407 | -98281 |
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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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