Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649668.0709 | 1474575.3404 | 175092.7305 | 17025454.1031 | 8329818.0062 | 8695636.0969 |
Total P&L (%) | 1649.6681 | 1474.5753 | 175.0927 | 17025.4541 | 8329.818 | 8695.6361 |
Avg Daily Profit (%) | 0.8794 | 0.786 | 0.0933 | 0.2745 | 0.2367 | 0.2389 |
Buy And Hold Return (%) | 284.2569 | 284.2569 | 284.2569 | 284.2569 | 284.2569 | 284.2569 |
Max Trade Drawdown | -100241 | -83436 | -50569 | -2637520 | -2630624 | -1249629 |
Profit Factor | 5.8037 | 8.8321 | 2.1286 | 2.4592 | 2.2633 | 2.7139 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 29.8851 | 25 | 34.8837 | 29.8851 | 25 | 34.8837 |
Ratio Avg Win / Avg Loss | 13.6164 | 26.4964 | 3.9734 | 5.7697 | 6.7899 | 5.0659 |
Largest Winning Trade | 1126363 | 1126363 | 60790 | 4479836 | 3846328 | 4479836 |
Largest Losing Trade | -20371 | -17173 | -20371 | -666062 | -666062 | -575141 |
Avg Bars in Trades | 40 | 34 | 47 | 40 | 34 | 47 |
Avg Bars in Winners | 107 | 103 | 109 | 107 | 103 | 109 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 3562 | 1530 | 2032 | 3562 | 1530 | 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 | 459700 | -9389 | -235919 | 191130 | -17097 | 277942 |
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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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