Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144947.883 | 1036919.2845 | 108028.5985 | 6662261.3528 | 4157673.8567 | 2504587.4961 |
Total P&L (%) | 1144.9479 | 1036.9193 | 108.0286 | 6662.2614 | 4157.6739 | 2504.5875 |
Avg Daily Profit (%) | 0.6265 | 0.5674 | 0.0591 | 0.2309 | 0.2055 | 0.1785 |
Buy And Hold Return (%) | 799.724 | 799.724 | 799.724 | 799.724 | 799.724 | 799.724 |
Max Trade Drawdown | -78921 | -53456 | -39851 | -6166745 | -4603742 | -3311500 |
Profit Factor | 4.0949 | 5.8067 | 1.7005 | 1.4042 | 1.4348 | 1.3618 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 53.125 | 47.9167 | 58.3333 | 53.125 | 47.9167 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.6132 | 6.3116 | 1.2146 | 1.239 | 1.5596 | 0.9727 |
Largest Winning Trade | 496156 | 496156 | 62256 | 6785243 | 6785243 | 2902012 |
Largest Losing Trade | -44654 | -44654 | -21317 | -2770444 | -2770444 | -1403715 |
Avg Bars in Trades | 70 | 59 | 81 | 70 | 59 | 81 |
Avg Bars in Winners | 101 | 90 | 110 | 101 | 90 | 110 |
Avg Bars in Losers | 36 | 31 | 41 | 36 | 31 | 41 |
Bars Traded | 6788 | 2862 | 3926 | 6788 | 2862 | 3926 |
Profit Streak | 0 | 102.0851 | 0 | 0 | 102.0851 | 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 | -12002 | -54099 | -276486 | 348577 | 314698 | 173678 |
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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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