Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670921.639 | 1526877.4844 | 144044.1546 | 25843123.206 | 19181020.1574 | 6662103.0486 |
Total P&L (%) | 1670.9216 | 1526.8775 | 144.0442 | 25843.1232 | 19181.0202 | 6662.103 |
Avg Daily Profit (%) | 0.9198 | 0.8405 | 0.0793 | 0.3064 | 0.2901 | 0.2322 |
Buy And Hold Return (%) | 629.4015 | 629.4015 | 629.4015 | 629.4015 | 629.4015 | 629.4015 |
Max Trade Drawdown | -100492 | -54582 | -76208 | -18217938 | -10787298 | -12496746 |
Profit Factor | 3.258 | 5.4332 | 1.3641 | 1.3096 | 1.4835 | 1.1521 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Profitability (%) | 32.1739 | 32.1739 | 32.1739 | 32.1739 | 32.1739 | 32.1739 |
Ratio Avg Win / Avg Loss | 6.8681 | 11.4538 | 2.8757 | 2.7608 | 3.1275 | 2.4287 |
Largest Winning Trade | 887631 | 887631 | 77400 | 13882273 | 13882273 | 8297231 |
Largest Losing Trade | -23691 | -18686 | -23691 | -3861998 | -2962737 | -3861998 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 53 | 46 | 59 | 53 | 46 | 59 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5378 | 2427 | 2951 | 5378 | 2427 | 2951 |
Profit Streak | 0 | 14.0938 | 0 | 0 | 14.0938 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382640 | 411732 | -258180 | 171009 | 190683 | -50700 |
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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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