Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1687315.4672 | 1540688.839 | 146626.6282 | 24515872.1789 | 21789169.9987 | 2726702.1802 |
Total P&L (%) | 1687.3155 | 1540.6888 | 146.6266 | 24515.8722 | 21789.17 | 2726.7022 |
Avg Daily Profit (%) | 0.9291 | 0.8484 | 0.0807 | 0.3037 | 0.2972 | 0.1842 |
Buy And Hold Return (%) | 552.8217 | 552.8217 | 552.8217 | 552.8217 | 552.8217 | 552.8217 |
Max Trade Drawdown | -76587 | -52646 | -46367 | -28473305 | -18091664 | -20203637 |
Profit Factor | 3.5493 | 5.8973 | 1.4222 | 1.2421 | 1.48 | 1.0488 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 42.5373 | 41.791 | 43.2836 | 42.5373 | 41.791 | 43.2836 |
Ratio Avg Win / Avg Loss | 4.7946 | 8.2142 | 1.8636 | 1.678 | 2.0614 | 1.3743 |
Largest Winning Trade | 1003979 | 1003979 | 76017 | 16949638 | 16949638 | 15294865 |
Largest Losing Trade | -24846 | -24846 | -24634 | -12025715 | -6152504 | -12025715 |
Avg Bars in Trades | 80 | 75 | 84 | 80 | 75 | 84 |
Avg Bars in Winners | 127 | 117 | 137 | 127 | 117 | 137 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 10736 | 5088 | 5648 | 10736 | 5088 | 5648 |
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 | 518300 | -101790 | -368556 | 259842 | -108987 | -279885 |
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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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