Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086339.418 | 925619.8146 | 160719.6034 | 14499971.9802 | 11850226.0335 | 2649745.9466 |
Total P&L (%) | 1086.3394 | 925.6198 | 160.7196 | 14499.972 | 11850.226 | 2649.7459 |
Avg Daily Profit (%) | 0.6013 | 0.5123 | 0.089 | 0.2762 | 0.2651 | 0.1836 |
Buy And Hold Return (%) | 217.669 | 217.669 | 217.669 | 217.669 | 217.669 | 217.669 |
Max Trade Drawdown | -43034 | -40918 | -37133 | -7483911 | -7936790 | -4895579 |
Profit Factor | 4.5731 | 8.1173 | 1.9238 | 1.5457 | 2.0046 | 1.1793 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 33.7662 | 36.8421 | 30.7692 | 33.7662 | 36.8421 | 30.7692 |
Ratio Avg Win / Avg Loss | 8.9703 | 13.9154 | 4.3285 | 3.0319 | 3.4365 | 2.6535 |
Largest Winning Trade | 427336 | 427336 | 72835 | 10745564 | 10745564 | 6970047 |
Largest Losing Trade | -18635 | -18635 | -17574 | -3148859 | -3148859 | -2719793 |
Avg Bars in Trades | 89 | 78 | 100 | 89 | 78 | 100 |
Avg Bars in Winners | 198 | 172 | 228 | 198 | 172 | 228 |
Avg Bars in Losers | 34 | 23 | 43 | 34 | 23 | 43 |
Bars Traded | 6913 | 2987 | 3926 | 6913 | 2987 | 3926 |
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 | -34982 | 436808 | -243782 | -41205 | 262775 | -21716 |
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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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