Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491834.0066 | 1375260.7425 | 116573.2641 | 12969122.9682 | 9546441.4311 | 3422681.5371 |
Total P&L (%) | 1491.834 | 1375.2607 | 116.5733 | 12969.123 | 9546.4414 | 3422.6815 |
Avg Daily Profit (%) | 0.8226 | 0.7583 | 0.0643 | 0.269 | 0.2522 | 0.1966 |
Buy And Hold Return (%) | 525.9501 | 525.9501 | 525.9501 | 525.9501 | 525.9501 | 525.9501 |
Max Trade Drawdown | -71882 | -47796 | -50800 | -15569372 | -11119877 | -11048012 |
Profit Factor | 3.6543 | 6.3721 | 1.3809 | 1.2579 | 1.4082 | 1.1273 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 35.9223 | 31.3725 | 40.3846 | 35.9223 | 31.3725 | 40.3846 |
Ratio Avg Win / Avg Loss | 6.5184 | 13.9389 | 2.0385 | 2.2439 | 3.0805 | 1.664 |
Largest Winning Trade | 800184 | 800184 | 74223 | 10630416 | 10630416 | 8829841 |
Largest Losing Trade | -40672 | -24099 | -40672 | -3911978 | -3533082 | -3911978 |
Avg Bars in Trades | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Winners | 192 | 189 | 195 | 192 | 189 | 195 |
Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
Bars Traded | 10672 | 4970 | 5702 | 10672 | 4970 | 5702 |
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 | 415318 | -169693 | -454989 | 157145 | -177236 | -255547 |
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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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