Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523808.6607 | 1403997.0561 | 119811.6046 | 14450627.3306 | 11363097.4244 | 3087529.9062 |
Total P&L (%) | 1523.8087 | 1403.9971 | 119.8116 | 14450.6273 | 11363.0974 | 3087.5299 |
Avg Daily Profit (%) | 0.8336 | 0.7681 | 0.0655 | 0.2728 | 0.2597 | 0.1896 |
Buy And Hold Return (%) | 644.32 | 644.32 | 644.32 | 644.32 | 644.32 | 644.32 |
Max Trade Drawdown | -84981 | -45060 | -60399 | -13963880 | -7550189 | -10357387 |
Profit Factor | 3.532 | 6.2531 | 1.3581 | 1.2925 | 1.5086 | 1.1141 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 37.594 | 34.8485 | 40.2985 | 37.594 | 34.8485 | 40.2985 |
Ratio Avg Win / Avg Loss | 5.8632 | 11.6906 | 2.012 | 2.1455 | 2.8204 | 1.6505 |
Largest Winning Trade | 846455 | 846455 | 75847 | 8500371 | 8500371 | 6046971 |
Largest Losing Trade | -33413 | -17896 | -33413 | -4965821 | -2070522 | -4965821 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 103 | 101 | 104 | 103 | 101 | 104 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 7130 | 3299 | 3831 | 7130 | 3299 | 3831 |
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 | 395486 | -114624 | -390375 | 192125 | -119332 | -208234 |
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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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