Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069430.0443 | 940235.8226 | 129194.2217 | 16493038.172 | 13496275.9301 | 2996762.2419 |
Total P&L (%) | 1069.43 | 940.2358 | 129.1942 | 16493.0382 | 13496.2759 | 2996.7622 |
Avg Daily Profit (%) | 0.586 | 0.5152 | 0.0708 | 0.2805 | 0.2695 | 0.1883 |
Buy And Hold Return (%) | 683.1039 | 683.1039 | 683.1039 | 683.1039 | 683.1039 | 683.1039 |
Max Trade Drawdown | -82913 | -65781 | -56248 | -8704570 | -4743138 | -8941343 |
Profit Factor | 2.7693 | 4.7122 | 1.3679 | 1.354 | 1.7329 | 1.1063 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 45.5357 | 46.4286 | 44.6429 | 45.5357 | 46.4286 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.3123 | 5.4371 | 1.6962 | 1.6194 | 1.9995 | 1.3719 |
Largest Winning Trade | 282413 | 282413 | 75448 | 7770426 | 6041425 | 7770426 |
Largest Losing Trade | -27897 | -23718 | -27897 | -5918304 | -2435181 | -5918304 |
Avg Bars in Trades | 191 | 178 | 205 | 191 | 178 | 205 |
Avg Bars in Winners | 299 | 253 | 348 | 299 | 253 | 348 |
Avg Bars in Losers | 101 | 112 | 90 | 101 | 112 | 90 |
Bars Traded | 21484 | 9978 | 11506 | 21484 | 9978 | 11506 |
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 | 194330 | -211798 | -444720 | 317229 | -169527 | -279627 |
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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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