Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033511.9873 | 902307.5034 | 131204.4839 | 15379864.9037 | 11426439.9516 | 3953424.952 |
Total P&L (%) | 1033.512 | 902.3075 | 131.2045 | 15379.8649 | 11426.44 | 3953.425 |
Avg Daily Profit (%) | 0.5676 | 0.4955 | 0.0721 | 0.2773 | 0.261 | 0.2035 |
Buy And Hold Return (%) | 784.5996 | 784.5996 | 784.5996 | 784.5996 | 784.5996 | 784.5996 |
Max Trade Drawdown | -111566 | -90107 | -54598 | -12263117 | -11874488 | -6742139 |
Profit Factor | 2.6659 | 3.9816 | 1.4129 | 1.344 | 1.5134 | 1.1761 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 47.1698 | 45.283 | 49.0566 | 47.1698 | 45.283 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.9858 | 4.8111 | 1.4672 | 1.5053 | 1.8287 | 1.2213 |
Largest Winning Trade | 254736 | 254736 | 65557 | 8642751 | 8642751 | 4829487 |
Largest Losing Trade | -42558 | -42558 | -24322 | -3961937 | -3360722 | -3961937 |
Avg Bars in Trades | 49 | 48 | 51 | 49 | 48 | 51 |
Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
Bars Traded | 5277 | 2559 | 2718 | 5277 | 2559 | 2718 |
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 | -51632 | -283382 | -442164 | 336360 | -170831 | -200484 |
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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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