Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483567.1666 | 1381046.3353 | 102520.8313 | 12365279.8113 | 8011881.398 | 4353398.4133 |
Total P&L (%) | 1483.5672 | 1381.0463 | 102.5208 | 12365.2798 | 8011.8814 | 4353.3984 |
Avg Daily Profit (%) | 0.8174 | 0.7609 | 0.0565 | 0.2662 | 0.2425 | 0.2094 |
Buy And Hold Return (%) | 701.2615 | 701.2615 | 701.2615 | 701.2615 | 701.2615 | 701.2615 |
Max Trade Drawdown | -61651 | -94115 | -69207 | -13694462 | -9908158 | -7475645 |
Profit Factor | 3.7578 | 6.1999 | 1.3764 | 1.3321 | 1.3914 | 1.2597 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 35.2381 | 34.6154 | 35.8491 | 35.2381 | 34.6154 | 35.8491 |
Ratio Avg Win / Avg Loss | 6.9062 | 11.7109 | 2.4631 | 2.4482 | 2.6282 | 2.2542 |
Largest Winning Trade | 786304 | 786304 | 70785 | 8572508 | 7209637 | 8572508 |
Largest Losing Trade | -39219 | -20683 | -39219 | -4446901 | -4446901 | -2174974 |
Avg Bars in Trades | 49 | 53 | 45 | 49 | 53 | 45 |
Avg Bars in Winners | 97 | 102 | 91 | 97 | 102 | 91 |
Avg Bars in Losers | 23 | 28 | 19 | 23 | 28 | 19 |
Bars Traded | 5201 | 2805 | 2396 | 5201 | 2805 | 2396 |
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 | 305468 | -171771 | -467167 | 163205 | -175883 | -177020 |
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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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