Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442374.4245 | 1312426.9507 | 129947.4738 | 14732217.1451 | 10116912.8784 | 4615304.2668 |
Total P&L (%) | 1442.3744 | 1312.427 | 129.9475 | 14732.2171 | 10116.9129 | 4615.3043 |
Avg Daily Profit (%) | 0.7923 | 0.7209 | 0.0714 | 0.275 | 0.2545 | 0.2119 |
Buy And Hold Return (%) | 785.789 | 785.789 | 785.789 | 785.789 | 785.789 | 785.789 |
Max Trade Drawdown | -99422 | -71858 | -64007 | -9014321 | -6758716 | -5686023 |
Profit Factor | 3.6304 | 6.2553 | 1.4352 | 1.4158 | 1.6665 | 1.2279 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 40.4255 | 34.0426 | 46.8085 | 40.4255 | 34.0426 | 46.8085 |
Ratio Avg Win / Avg Loss | 5.35 | 12.1197 | 1.6309 | 2.0864 | 3.2289 | 1.3953 |
Largest Winning Trade | 652285 | 652285 | 75835 | 9950358 | 9950358 | 5186864 |
Largest Losing Trade | -24885 | -24885 | -23732 | -4071111 | -2141716 | -4071111 |
Avg Bars in Trades | 114 | 104 | 123 | 114 | 104 | 123 |
Avg Bars in Winners | 181 | 174 | 187 | 181 | 174 | 187 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 10735 | 4934 | 5801 | 10735 | 4934 | 5801 |
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 | 303582 | 209024 | -262549 | 255903 | 199275 | 211367 |
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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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