Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2600775.8665 | 2457479.8666 | 143295.9999 | 6553443.2321 | 36281.98 | 6517161.2522 |
Total P&L (%) | 2600.7759 | 2457.4799 | 143.296 | 6553.4432 | 36.282 | 6517.1613 |
Avg Daily Profit (%) | 1.1764 | 1.1116 | 0.0648 | 0.1901 | 0.014 | 0.1898 |
Buy And Hold Return (%) | 259.9434 | 259.9434 | 259.9434 | 259.9434 | 259.9434 | 259.9434 |
Max Trade Drawdown | -114613 | -74822 | -98363 | -10383687 | -9409144 | -6425305 |
Profit Factor | 5.0151 | 8.5269 | 1.4461 | 1.1513 | 1.0013 | 1.4245 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 51.8182 | 56.3636 | 47.2727 | 51.8182 | 56.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 4.6632 | 6.6015 | 1.6129 | 1.0705 | 0.7752 | 1.5889 |
Largest Winning Trade | 2267474 | 2267474 | 48275 | 3955315 | 3955315 | 2510753 |
Largest Losing Trade | -46563 | -44806 | -46563 | -5617579 | -5617579 | -2249865 |
Avg Bars in Trades | 77 | 91 | 64 | 77 | 91 | 64 |
Avg Bars in Winners | 102 | 114 | 87 | 102 | 114 | 87 |
Avg Bars in Losers | 51 | 61 | 43 | 51 | 61 | 43 |
Bars Traded | 8558 | 5020 | 3538 | 8558 | 5020 | 3538 |
Profit Streak | 3.076 | 4.076 | 0 | 3.076 | 4.076 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 747008 | -157414 | -451188 | -46713 | -740060 | -171209 |
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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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