Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560403.6769 | 1431521.241 | 128882.4359 | 11408318.2838 | 8121336.4826 | 3286981.8012 |
Total P&L (%) | 1560.4037 | 1431.5212 | 128.8824 | 11408.3183 | 8121.3365 | 3286.9818 |
Avg Daily Profit (%) | 0.8554 | 0.7847 | 0.0707 | 0.2605 | 0.242 | 0.1933 |
Buy And Hold Return (%) | 796.4186 | 796.4186 | 796.4186 | 796.4186 | 796.4186 | 796.4186 |
Max Trade Drawdown | -104213 | -98868 | -43460 | -10777899 | -5480760 | -6149733 |
Profit Factor | 4.3732 | 6.3742 | 1.6568 | 1.337 | 1.4171 | 1.2285 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 84 | 47 | 37 | 84 | 47 | 37 |
Profitability (%) | 39.1304 | 31.8841 | 46.3768 | 39.1304 | 31.8841 | 46.3768 |
Ratio Avg Win / Avg Loss | 6.8027 | 13.6177 | 1.9157 | 2.0797 | 3.0274 | 1.4205 |
Largest Winning Trade | 767026 | 767026 | 69466 | 9004644 | 9004644 | 5997829 |
Largest Losing Trade | -33718 | -33718 | -23253 | -4074234 | -4074234 | -3762811 |
Avg Bars in Trades | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Winners | 93 | 104 | 86 | 93 | 104 | 86 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 6859 | 3109 | 3750 | 6859 | 3109 | 3750 |
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 | 342981 | -95678 | -364613 | 220103 | -98696 | -97848 |
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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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