Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1787098.5544 | 1623958.3624 | 163140.192 | 38781734.1567 | 27902436.7324 | 10879297.4243 |
Total P&L (%) | 1787.0986 | 1623.9584 | 163.1402 | 38781.7342 | 27902.4367 | 10879.2974 |
Avg Daily Profit (%) | 0.9791 | 0.8897 | 0.0894 | 0.3272 | 0.3092 | 0.2577 |
Buy And Hold Return (%) | 696.8784 | 696.8784 | 696.8784 | 696.8784 | 696.8784 | 696.8784 |
Max Trade Drawdown | -53282 | -44529 | -44557 | -26357051 | -22676725 | -20710792 |
Profit Factor | 3.745 | 6.1606 | 1.485 | 1.2917 | 1.4257 | 1.1614 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 31.1558 | 27.2727 | 35 | 31.1558 | 27.2727 | 35 |
Ratio Avg Win / Avg Loss | 8.2751 | 16.4282 | 2.7579 | 2.8543 | 3.8018 | 2.157 |
Largest Winning Trade | 1008884 | 1008884 | 78458 | 25989430 | 25989430 | 14491035 |
Largest Losing Trade | -26916 | -17941 | -26916 | -5842797 | -4438362 | -5842797 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5340 | 2483 | 2857 | 5340 | 2483 | 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 | 384804 | -2725 | -242933 | 153392 | -8876 | -39141 |
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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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