Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578234.1189 | 1439364.2355 | 138869.8834 | 23819413.0401 | 15672917.8697 | 8146495.1704 |
Total P&L (%) | 1578.2341 | 1439.3642 | 138.8699 | 23819.413 | 15672.9179 | 8146.4952 |
Avg Daily Profit (%) | 0.8662 | 0.79 | 0.0762 | 0.3011 | 0.2782 | 0.2425 |
Buy And Hold Return (%) | 798.5359 | 798.5359 | 798.5359 | 798.5359 | 798.5359 | 798.5359 |
Max Trade Drawdown | -68697 | -79459 | -49194 | -16805861 | -12160500 | -9622672 |
Profit Factor | 4.0277 | 6.2151 | 1.5662 | 1.4255 | 1.4959 | 1.3342 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 36.2903 | 33.871 | 38.7097 | 36.2903 | 33.871 | 38.7097 |
Ratio Avg Win / Avg Loss | 7.0708 | 12.1343 | 2.4798 | 2.5025 | 2.9205 | 2.1124 |
Largest Winning Trade | 812575 | 812575 | 70234 | 12376435 | 11185168 | 12376435 |
Largest Losing Trade | -26971 | -26971 | -23064 | -5130290 | -5130290 | -4346026 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 3453 | 1808 | 1645 | 3453 | 1808 | 1645 |
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 | 307235 | -147049 | -412709 | 220982 | -149355 | -148766 |
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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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