Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571936.8338 | 884183.1165 | -312246.2827 | 27575113.0872 | 19691185.3553 | 7883927.732 |
Total P&L (%) | 571.9368 | 884.1831 | -312.2463 | 27575.1131 | 19691.1854 | 7883.9277 |
Avg Daily Profit (%) | 0.2519 | 0.3894 | -0.1375 | 0.2479 | 0.2331 | 0.1931 |
Buy And Hold Return (%) | 10635.9414 | 10635.9414 | 10635.9414 | 10635.9414 | 10635.9414 | 10635.9414 |
Max Trade Drawdown | -333286 | -59705 | -535975 | -7635443 | -8601185 | -3561652 |
Profit Factor | 1.563 | 3.9739 | 0.5655 | 1.8634 | 1.9786 | 1.6673 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 61 | 28 | 33 | 63 | 27 | 36 |
Losing Trades | 47 | 26 | 21 | 45 | 27 | 18 |
Profitability (%) | 56.4815 | 51.8519 | 61.1111 | 58.3333 | 50 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2043 | 3.6901 | 0.3599 | 1.331 | 1.9786 | 0.8337 |
Largest Winning Trade | 365308 | 365308 | 53691 | 10246825 | 10246825 | 3147934 |
Largest Losing Trade | -296039 | -35199 | -296039 | -6722713 | -6722713 | -2236388 |
Avg Bars in Trades | 60 | 72 | 49 | 60 | 72 | 49 |
Avg Bars in Winners | 71 | 90 | 56 | 70 | 91 | 54 |
Avg Bars in Losers | 47 | 53 | 38 | 48 | 53 | 39 |
Bars Traded | 6587 | 3925 | 2662 | 6587 | 3925 | 2662 |
Profit Streak | 0 | 146.982 | 0 | 0 | 146.982 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154478 | -327542 | -759393 | 315623 | -174503 | -335313 |
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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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