Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1534264.3378 | 1443148.1947 | 91116.1431 | 54788357.3227 | 40970162.404 | 13818194.9187 |
Total P&L (%) | 1534.2643 | 1443.1482 | 91.1161 | 54788.3573 | 40970.1624 | 13818.1949 |
Avg Daily Profit (%) | 0.6794 | 0.6391 | 0.0404 | 0.2797 | 0.2668 | 0.2188 |
Buy And Hold Return (%) | 8574.9839 | 8574.9839 | 8574.9839 | 8574.9839 | 8574.9839 | 8574.9839 |
Max Trade Drawdown | -101245 | -88160 | -102719 | -13048974 | -10245296 | -11244230 |
Profit Factor | 3.6067 | 6.232 | 1.2913 | 2.1541 | 2.7787 | 1.5654 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 42.7273 | 41.8182 | 43.6364 | 42.7273 | 41.8182 | 43.6364 |
Ratio Avg Win / Avg Loss | 4.8345 | 8.6706 | 1.668 | 2.8875 | 3.8661 | 2.022 |
Largest Winning Trade | 528845 | 528845 | 41492 | 22764458 | 22764458 | 12514370 |
Largest Losing Trade | -33548 | -29740 | -33548 | -9860236 | -5250634 | -9860236 |
Avg Bars in Trades | 121 | 126 | 116 | 121 | 126 | 116 |
Avg Bars in Winners | 195 | 204 | 187 | 195 | 204 | 187 |
Avg Bars in Losers | 65 | 69 | 61 | 65 | 69 | 61 |
Bars Traded | 13355 | 6933 | 6422 | 13355 | 6933 | 6422 |
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 | -149405 | -328696 | -486172 | 355458 | -170855 | -180993 |
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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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