Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614086.4263 | 1468264.4005 | 145822.0258 | 26371999.9231 | 18420052.2945 | 7951947.6286 |
Total P&L (%) | 1614.0864 | 1468.2644 | 145.822 | 26371.9999 | 18420.0523 | 7951.9476 |
Avg Daily Profit (%) | 0.8891 | 0.8087 | 0.0803 | 0.3078 | 0.288 | 0.242 |
Buy And Hold Return (%) | 757.9437 | 757.9437 | 757.9437 | 757.9437 | 757.9437 | 757.9437 |
Max Trade Drawdown | -113441 | -68891 | -66428 | -68163531 | -37442449 | -36301867 |
Profit Factor | 4.1104 | 6.6595 | 1.5619 | 1.2077 | 1.294 | 1.1237 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 36.3636 | 34.5455 | 38.1818 | 36.3636 | 34.5455 | 38.1818 |
Ratio Avg Win / Avg Loss | 7.1932 | 12.6179 | 2.5289 | 2.1135 | 2.4517 | 1.8193 |
Largest Winning Trade | 812575 | 812575 | 68680 | 29549485 | 26615588 | 29549485 |
Largest Losing Trade | -22529 | -21250 | -22529 | -12155694 | -11156483 | -12155694 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 3452 | 1809 | 1642 | 3452 | 1809 | 1642 |
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 | 336600 | -171949 | -433067 | 164847 | -176395 | -259347 |
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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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