Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382076.7529 | 1276408.513 | 105668.2399 | 9241224.9984 | 8205517.4731 | 1035707.5253 |
Total P&L (%) | 1382.0768 | 1276.4085 | 105.6682 | 9241.225 | 8205.5175 | 1035.7075 |
Avg Daily Profit (%) | 0.759 | 0.7009 | 0.058 | 0.2495 | 0.243 | 0.1335 |
Buy And Hold Return (%) | 639.745 | 639.745 | 639.745 | 639.745 | 639.745 | 639.745 |
Max Trade Drawdown | -98739 | -87810 | -101896 | -2584441 | -2705675 | -2208753 |
Profit Factor | 2.917 | 4.6289 | 1.2862 | 1.4616 | 1.8287 | 1.1024 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 43.1034 | 39.0805 | 47.1264 | 43.1034 | 39.0805 | 47.1264 |
Ratio Avg Win / Avg Loss | 3.8505 | 7.2156 | 1.4431 | 1.9294 | 2.8506 | 1.2368 |
Largest Winning Trade | 749374 | 749374 | 75478 | 3640597 | 3640597 | 2409884 |
Largest Losing Trade | -25637 | -21620 | -25637 | -1026625 | -845853 | -1026625 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3561 | 1797 | 1764 | 3561 | 1797 | 1764 |
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 | 398608 | 310710 | -282375 | 329414 | 273047 | -132862 |
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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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