Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1131023.7859 | 983138.7193 | 147885.0666 | 23382751.3154 | 20351290.8518 | 3031460.4637 |
Total P&L (%) | 1131.0238 | 983.1387 | 147.8851 | 23382.7513 | 20351.2909 | 3031.4605 |
Avg Daily Profit (%) | 0.6236 | 0.5421 | 0.0815 | 0.3014 | 0.2938 | 0.1901 |
Buy And Hold Return (%) | 491.3832 | 491.3832 | 491.3832 | 491.3832 | 491.3832 | 491.3832 |
Max Trade Drawdown | -77209 | -59289 | -56488 | -26136575 | -17901835 | -15676187 |
Profit Factor | 2.7422 | 4.6139 | 1.3921 | 1.238 | 1.4686 | 1.0553 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 44.7154 | 40.9836 | 48.3871 | 44.7154 | 40.9836 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.3904 | 6.644 | 1.4849 | 1.5307 | 2.1147 | 1.1257 |
Largest Winning Trade | 270275 | 270275 | 78041 | 14363462 | 14363462 | 10553157 |
Largest Losing Trade | -48059 | -24901 | -48059 | -10841555 | -5049811 | -10841555 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 67 | 62 | 71 | 67 | 62 | 71 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 5342 | 2485 | 2857 | 5342 | 2485 | 2857 |
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 | 370246 | -153875 | -404026 | 287722 | -154400 | -307079 |
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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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