Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275972.8238 | 1160643.6805 | 115329.1433 | 9820123.0793 | 11024765.77 | -1204642.6907 |
Total P&L (%) | 1275.9728 | 1160.6437 | 115.3291 | 9820.1231 | 11024.7658 | -1204.6427 |
Avg Daily Profit (%) | 0.7024 | 0.6389 | 0.0635 | 0.2534 | 0.2597 | 0 |
Buy And Hold Return (%) | 670.0535 | 670.0535 | 670.0535 | 670.0535 | 670.0535 | 670.0535 |
Max Trade Drawdown | -72071 | -33943 | -50292 | -12291732 | -4053164 | -8515566 |
Profit Factor | 3.4121 | 5.8303 | 1.3995 | 1.2312 | 1.5571 | 0.9469 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.0591 | 5.2272 | 1.2547 | 1.1038 | 1.396 | 0.849 |
Largest Winning Trade | 744277 | 744277 | 66027 | 6105980 | 6105980 | 5633182 |
Largest Losing Trade | -35239 | -22701 | -35239 | -4053164 | -4053164 | -3929597 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 43 | 37 | 50 | 43 | 37 | 50 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3454 | 1496 | 1958 | 3454 | 1496 | 1958 |
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 | 431146 | -167905 | -452940 | 316915 | -169221 | -760479 |
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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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