Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679232.4024 | 1545487.3341 | 133745.0683 | 11519794.5487 | 3380738.2137 | 8139056.335 |
Total P&L (%) | 1679.2324 | 1545.4873 | 133.7451 | 11519.7945 | 3380.7382 | 8139.0563 |
Avg Daily Profit (%) | 0.935 | 0.8605 | 0.0745 | 0.2651 | 0.1978 | 0.2459 |
Buy And Hold Return (%) | 354.9114 | 354.9114 | 354.9114 | 354.9114 | 354.9114 | 354.9114 |
Max Trade Drawdown | -59839 | -67088 | -62940 | -15251108 | -12379019 | -8615229 |
Profit Factor | 4.4054 | 6.8729 | 1.5816 | 1.1965 | 1.1072 | 1.3005 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 29.4643 | 26.7857 | 32.1429 | 29.4643 | 26.7857 | 32.1429 |
Ratio Avg Win / Avg Loss | 10.5463 | 18.786 | 3.339 | 2.8644 | 3.0263 | 2.7456 |
Largest Winning Trade | 1050201 | 1050201 | 67407 | 11047532 | 11047532 | 6966450 |
Largest Losing Trade | -19016 | -19016 | -18679 | -4516722 | -2691446 | -4516722 |
Avg Bars in Trades | 61 | 39 | 83 | 61 | 39 | 83 |
Avg Bars in Winners | 169 | 109 | 218 | 169 | 109 | 218 |
Avg Bars in Losers | 16 | 13 | 20 | 16 | 13 | 20 |
Bars Traded | 6899 | 2201 | 4698 | 6899 | 2201 | 4698 |
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 | 332232 | -182437 | -443654 | -4505 | -295773 | -177648 |
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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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