Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502690.734 | 1384705.4589 | 117985.2751 | 15532137.7671 | 13277157.1966 | 2254980.5705 |
Total P&L (%) | 1502.6907 | 1384.7055 | 117.9853 | 15532.1378 | 13277.1572 | 2254.9806 |
Avg Daily Profit (%) | 0.8287 | 0.7636 | 0.0651 | 0.279 | 0.2704 | 0.1744 |
Buy And Hold Return (%) | 553.054 | 553.054 | 553.054 | 553.054 | 553.054 | 553.054 |
Max Trade Drawdown | -84413 | -56068 | -59051 | -25367251 | -17378624 | -16586412 |
Profit Factor | 3.6653 | 6.8493 | 1.3607 | 1.2033 | 1.3898 | 1.0533 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 39.2523 | 35.8491 | 42.5926 | 39.2523 | 35.8491 | 42.5926 |
Ratio Avg Win / Avg Loss | 5.6724 | 12.2566 | 1.834 | 1.8622 | 2.4869 | 1.4196 |
Largest Winning Trade | 794424 | 794424 | 74571 | 15235124 | 15235124 | 12183247 |
Largest Losing Trade | -34023 | -23055 | -34023 | -5872862 | -5872862 | -4935311 |
Avg Bars in Trades | 99 | 93 | 105 | 99 | 93 | 105 |
Avg Bars in Winners | 184 | 179 | 187 | 184 | 179 | 187 |
Avg Bars in Losers | 45 | 45 | 44 | 45 | 45 | 44 |
Bars Traded | 10673 | 4975 | 5698 | 10673 | 4975 | 5698 |
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 | 458975 | -167727 | -453199 | 195176 | -175175 | -339222 |
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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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