Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159725.6672 | 1009066.0225 | 150659.6446 | 21223219.7236 | 10595005.4249 | 10628214.2987 |
Total P&L (%) | 1159.7257 | 1009.066 | 150.6596 | 21223.2197 | 10595.0054 | 10628.2143 |
Avg Daily Profit (%) | 0.6349 | 0.5524 | 0.0825 | 0.294 | 0.2561 | 0.2563 |
Buy And Hold Return (%) | 698.916 | 698.916 | 698.916 | 698.916 | 698.916 | 698.916 |
Max Trade Drawdown | -103711 | -66008 | -55485 | -36059405 | -27495905 | -14217333 |
Profit Factor | 2.8033 | 4.2744 | 1.4498 | 1.2456 | 1.2473 | 1.2439 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 54.5455 | 47.2727 | 61.8182 | 54.5455 | 47.2727 | 61.8182 |
Ratio Avg Win / Avg Loss | 2.3361 | 4.7676 | 0.8955 | 1.038 | 1.3912 | 0.7683 |
Largest Winning Trade | 315746 | 315746 | 55709 | 14953955 | 14953955 | 10542124 |
Largest Losing Trade | -43612 | -43612 | -38990 | -17100795 | -17100795 | -6348370 |
Avg Bars in Trades | 96 | 112 | 79 | 96 | 112 | 79 |
Avg Bars in Winners | 111 | 128 | 98 | 111 | 128 | 98 |
Avg Bars in Losers | 77 | 97 | 49 | 77 | 97 | 49 |
Bars Traded | 10570 | 6182 | 4388 | 10570 | 6182 | 4388 |
Profit Streak | 0 | 23.8907 | 0 | 0 | 23.8907 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317759 | -189977 | -427804 | 341062 | -172292 | -171930 |
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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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