Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1740822.2853 | 1595079.0714 | 145743.2139 | 5432943.5933 | 881377.3482 | 4551566.2451 |
Total P&L (%) | 1740.8223 | 1595.0791 | 145.7432 | 5432.9436 | 881.3773 | 4551.5662 |
Avg Daily Profit (%) | 0.9422 | 0.8633 | 0.0789 | 0.2174 | 0.1237 | 0.208 |
Buy And Hold Return (%) | 28.3784 | 28.3784 | 28.3784 | 28.3784 | 28.3784 | 28.3784 |
Max Trade Drawdown | -70728 | -56316 | -58008 | -4014313 | -4026174 | -2418597 |
Profit Factor | 4.7198 | 8.3334 | 1.5819 | 1.2712 | 1.088 | 1.4544 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 34.6535 | 31.3725 | 38 | 34.6535 | 31.3725 | 38 |
Ratio Avg Win / Avg Loss | 8.9003 | 18.2294 | 2.5809 | 2.3971 | 2.38 | 2.3729 |
Largest Winning Trade | 1407459 | 1407459 | 62643 | 3550517 | 3550517 | 3195044 |
Largest Losing Trade | -23476 | -14046 | -23476 | -2142499 | -1209463 | -2142499 |
Avg Bars in Trades | 106 | 89 | 123 | 106 | 89 | 123 |
Avg Bars in Winners | 225 | 200 | 246 | 225 | 200 | 246 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 10719 | 4554 | 6165 | 10719 | 4554 | 6165 |
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 | 546468 | -165827 | -270681 | 126231 | -337696 | -174477 |
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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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