Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138349.5054 | 980062.6797 | 158286.8256 | 36150307.822 | 31445122.4572 | 4705185.3648 |
Total P&L (%) | 1138.3495 | 980.0627 | 158.2868 | 36150.3078 | 31445.1225 | 4705.1854 |
Avg Daily Profit (%) | 0.6277 | 0.5404 | 0.0873 | 0.3255 | 0.3178 | 0.2138 |
Buy And Hold Return (%) | 618.1249 | 618.1249 | 618.1249 | 618.1249 | 618.1249 | 618.1249 |
Max Trade Drawdown | -85602 | -51906 | -50495 | -16528249 | -13906770 | -14513419 |
Profit Factor | 3.1551 | 5.4407 | 1.5147 | 1.4495 | 1.8865 | 1.1047 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 45.5446 | 44 | 47.0588 | 45.5446 | 44 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.7724 | 6.9245 | 1.7041 | 1.7331 | 2.401 | 1.2427 |
Largest Winning Trade | 305696 | 305696 | 79008 | 17932873 | 17932873 | 14470459 |
Largest Losing Trade | -24561 | -19550 | -24561 | -9222033 | -5260215 | -9222033 |
Avg Bars in Trades | 105 | 95 | 115 | 105 | 95 | 115 |
Avg Bars in Winners | 164 | 145 | 182 | 164 | 145 | 182 |
Avg Bars in Losers | 55 | 55 | 56 | 55 | 55 | 56 |
Bars Traded | 10645 | 4764 | 5881 | 10645 | 4764 | 5881 |
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 | 299311 | -172975 | -420898 | 351173 | -169763 | -278444 |
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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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