Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286435.2341 | 1234721.0731 | 51714.161 | 31376831.4441 | 28724763.6764 | 2652067.7677 |
Total P&L (%) | 1286.4352 | 1234.7211 | 51.7142 | 31376.8314 | 28724.7637 | 2652.0678 |
Avg Daily Profit (%) | 0.5685 | 0.5456 | 0.0229 | 0.2545 | 0.2506 | 0.1466 |
Buy And Hold Return (%) | 12509.3805 | 12509.3805 | 12509.3805 | 12509.3805 | 12509.3805 | 12509.3805 |
Max Trade Drawdown | -97584 | -75212 | -104427 | -14779643 | -5208215 | -13106395 |
Profit Factor | 4.0311 | 8.9235 | 1.1925 | 1.8389 | 3.0846 | 1.1123 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 48.1013 | 53.8462 | 42.5 | 48.1013 | 53.8462 | 42.5 |
Ratio Avg Win / Avg Loss | 4.3494 | 7.6487 | 1.6134 | 1.9841 | 2.644 | 1.5048 |
Largest Winning Trade | 341633 | 341633 | 51236 | 21173633 | 21173633 | 12987377 |
Largest Losing Trade | -46591 | -25018 | -46591 | -9647391 | -2216751 | -9647391 |
Avg Bars in Trades | 53 | 56 | 50 | 53 | 56 | 50 |
Avg Bars in Winners | 84 | 82 | 85 | 84 | 82 | 85 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 4236 | 2204 | 2032 | 4236 | 2204 | 2032 |
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 | -179522 | -145738 | -338617 | -23571 | 358880 | -261526 |
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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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