Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2705865.1287 | 2488595.1809 | 217269.9479 | 47453537.1217 | -16524659.1453 | 63978196.267 |
Total P&L (%) | 2705.8651 | 2488.5952 | 217.2699 | 47453.5371 | -16524.6591 | 63978.1963 |
Avg Daily Profit (%) | 1.5049 | 1.3841 | 0.1208 | 0.3434 | 0 | 0.3601 |
Buy And Hold Return (%) | 291.4141 | 291.4141 | 291.4141 | 291.4141 | 291.4141 | 291.4141 |
Max Trade Drawdown | -78390 | -57161 | -38612 | -61092929 | -51297021 | -30885549 |
Profit Factor | 6.4575 | 10.4787 | 1.9314 | 1.2301 | 0.8507 | 1.6698 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 30.3571 | 25 | 35.7143 | 30.3571 | 25 | 35.7143 |
Ratio Avg Win / Avg Loss | 14.8142 | 31.436 | 3.4766 | 2.8221 | 2.5521 | 3.0057 |
Largest Winning Trade | 1292395 | 1292395 | 54690 | 28537202 | 25888036 | 28537202 |
Largest Losing Trade | -22504 | -22504 | -21807 | -12327673 | -9227866 | -12327673 |
Avg Bars in Trades | 30 | 25 | 36 | 30 | 25 | 36 |
Avg Bars in Winners | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Losers | 10 | 8 | 11 | 10 | 8 | 11 |
Bars Traded | 3460 | 1402 | 2058 | 3460 | 1402 | 2058 |
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 | 538735 | -187668 | -379684 | 96853 | -787870 | -173319 |
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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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