Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953870.9691 | 829091.8105 | 124779.1586 | 13722898.4651 | 11058905.5245 | 2663992.9406 |
Total P&L (%) | 953.871 | 829.0918 | 124.7792 | 13722.8985 | 11058.9055 | 2663.9929 |
Avg Daily Profit (%) | 0.523 | 0.4546 | 0.0684 | 0.2706 | 0.2589 | 0.1822 |
Buy And Hold Return (%) | 772.1588 | 772.1588 | 772.1588 | 772.1588 | 772.1588 | 772.1588 |
Max Trade Drawdown | -57528 | -39640 | -78947 | -6857113 | -4070797 | -6382558 |
Profit Factor | 3.057 | 4.9804 | 1.4885 | 1.4928 | 1.9987 | 1.1588 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.057 | 4.9804 | 1.4885 | 1.4928 | 1.9987 | 1.1588 |
Largest Winning Trade | 245489 | 245489 | 71817 | 6811444 | 4893793 | 6811444 |
Largest Losing Trade | -43314 | -22495 | -43314 | -4437907 | -3660978 | -4437907 |
Avg Bars in Trades | 97 | 100 | 94 | 97 | 100 | 94 |
Avg Bars in Winners | 120 | 106 | 135 | 120 | 106 | 135 |
Avg Bars in Losers | 74 | 94 | 53 | 74 | 94 | 53 |
Bars Traded | 7009 | 3612 | 3397 | 7009 | 3612 | 3397 |
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 | -159702 | -124846 | -266124 | -73874 | 444112 | -40666 |
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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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