Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208639.3594 | 1070021.4119 | 138617.9475 | 17722995.4496 | 15353802.3967 | 2369193.053 |
Total P&L (%) | 1208.6394 | 1070.0214 | 138.6179 | 17722.9955 | 15353.8024 | 2369.1931 |
Avg Daily Profit (%) | 0.6664 | 0.59 | 0.0764 | 0.2862 | 0.2783 | 0.177 |
Buy And Hold Return (%) | 533.0752 | 533.0752 | 533.0752 | 533.0752 | 533.0752 | 533.0752 |
Max Trade Drawdown | -88738 | -52025 | -52788 | -11084637 | -7634797 | -8593313 |
Profit Factor | 2.9494 | 4.9035 | 1.4007 | 1.3397 | 1.6704 | 1.0809 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 42.9825 | 42.1053 | 43.8596 | 42.9825 | 42.1053 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.9124 | 6.7424 | 1.793 | 1.7771 | 2.2968 | 1.3836 |
Largest Winning Trade | 301962 | 301962 | 76140 | 11461575 | 11461575 | 8471968 |
Largest Losing Trade | -29737 | -20189 | -29737 | -4996183 | -3499421 | -4996183 |
Avg Bars in Trades | 188 | 175 | 201 | 188 | 175 | 201 |
Avg Bars in Winners | 306 | 275 | 335 | 306 | 275 | 335 |
Avg Bars in Losers | 99 | 102 | 96 | 99 | 102 | 96 |
Bars Traded | 21472 | 9991 | 11481 | 21472 | 9991 | 11481 |
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 | 364449 | -170870 | -437306 | 280281 | -171254 | -307939 |
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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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