Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1467409.3181 | 1364232.5044 | 103176.8138 | 10482877.3078 | 9185011.0977 | 1297866.2101 |
Total P&L (%) | 1467.4093 | 1364.2325 | 103.1768 | 10482.8773 | 9185.0111 | 1297.8662 |
Avg Daily Profit (%) | 0.8092 | 0.7523 | 0.0569 | 0.2574 | 0.2502 | 0.1455 |
Buy And Hold Return (%) | 462.4247 | 462.4247 | 462.4247 | 462.4247 | 462.4247 | 462.4247 |
Max Trade Drawdown | -97825 | -62281 | -65705 | -20890639 | -14503399 | -14052416 |
Profit Factor | 3.385 | 5.8729 | 1.3077 | 1.1664 | 1.3167 | 1.0382 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 33.6283 | 28.5714 | 38.5965 | 33.6283 | 28.5714 | 38.5965 |
Ratio Avg Win / Avg Loss | 6.681 | 14.6823 | 2.0805 | 2.3021 | 3.2917 | 1.6516 |
Largest Winning Trade | 778014 | 778014 | 74953 | 12443213 | 12443213 | 9651100 |
Largest Losing Trade | -27749 | -22216 | -27749 | -4637525 | -3861829 | -4637525 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 61 | 60 | 63 | 61 | 60 | 63 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 3557 | 1650 | 1907 | 3557 | 1650 | 1907 |
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 | 382439 | -176091 | -466251 | -33926 | -184366 | -363802 |
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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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