Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500957.1869 | 1355436.888 | 145520.2989 | 15825594.8372 | 10121732.6422 | 5703862.195 |
Total P&L (%) | 1500.9572 | 1355.4369 | 145.5203 | 15825.5948 | 10121.7326 | 5703.8622 |
Avg Daily Profit (%) | 0.8241 | 0.7442 | 0.0799 | 0.2788 | 0.2544 | 0.2232 |
Buy And Hold Return (%) | 694.5394 | 694.5394 | 694.5394 | 694.5394 | 694.5394 | 694.5394 |
Max Trade Drawdown | -99051 | -103389 | -34593 | -13768525 | -8781705 | -7467743 |
Profit Factor | 5.1934 | 7.9315 | 1.8962 | 1.3715 | 1.4388 | 1.292 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 37.6812 | 34.7826 | 40.5797 | 37.6812 | 34.7826 | 40.5797 |
Ratio Avg Win / Avg Loss | 8.5891 | 14.8715 | 2.7765 | 2.2682 | 2.6977 | 1.8918 |
Largest Winning Trade | 729865 | 729865 | 64787 | 12787314 | 12787314 | 7852838 |
Largest Losing Trade | -24677 | -24282 | -24677 | -6016775 | -2930558 | -6016775 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Losers | 25 | 19 | 30 | 25 | 19 | 30 |
Bars Traded | 6859 | 3119 | 3740 | 6859 | 3119 | 3740 |
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 | 391804 | -93870 | -354071 | 213033 | -97330 | -96239 |
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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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