Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306838.8837 | 2151681.7218 | 155157.1619 | 22223794.366 | 511731.4999 | 21712062.8661 |
Total P&L (%) | 2306.8389 | 2151.6817 | 155.1572 | 22223.7944 | 511.7315 | 21712.0629 |
Avg Daily Profit (%) | 1.2902 | 1.2034 | 0.0868 | 0.3029 | 0.1013 | 0.3016 |
Buy And Hold Return (%) | 301.2271 | 301.2271 | 301.2271 | 301.2271 | 301.2271 | 301.2271 |
Max Trade Drawdown | -54059 | -52529 | -64475 | -12691128 | -16676062 | -6007547 |
Profit Factor | 6.8179 | 11.6961 | 1.7943 | 1.4062 | 1.0155 | 2.0002 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 33.3333 | 24.2424 | 42.4242 | 33.3333 | 24.2424 | 42.4242 |
Ratio Avg Win / Avg Loss | 13.6357 | 36.5502 | 2.4351 | 2.8124 | 3.1735 | 2.7146 |
Largest Winning Trade | 1084763 | 1084763 | 68202 | 12048014 | 11259553 | 12048014 |
Largest Losing Trade | -33835 | -26307 | -33835 | -4337768 | -4337768 | -3510638 |
Avg Bars in Trades | 77 | 61 | 94 | 77 | 61 | 94 |
Avg Bars in Winners | 184 | 171 | 192 | 184 | 171 | 192 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 5142 | 2013 | 3129 | 5142 | 2013 | 3129 |
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 | -113139 | -11134 | -242449 | -124497 | -301698 | 350499 |
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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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