Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138871.4304 | 948452.4096 | 190419.0208 | 29768910.956 | 22134104.2424 | 7634806.7136 |
Total P&L (%) | 1138.8714 | 948.4524 | 190.419 | 29768.911 | 22134.1042 | 7634.8067 |
Avg Daily Profit (%) | 0.6289 | 0.5237 | 0.1051 | 0.3152 | 0.2989 | 0.2404 |
Buy And Hold Return (%) | 220.8911 | 220.8911 | 220.8911 | 220.8911 | 220.8911 | 220.8911 |
Max Trade Drawdown | -47814 | -28682 | -44603 | -17073195 | -7908014 | -14060517 |
Profit Factor | 3.8117 | 7.1595 | 1.7584 | 1.4855 | 1.9501 | 1.2008 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Losing Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Profitability (%) | 49.2754 | 53.6232 | 44.9275 | 49.2754 | 53.6232 | 44.9275 |
Ratio Avg Win / Avg Loss | 3.9238 | 6.192 | 2.1555 | 1.5292 | 1.6866 | 1.4719 |
Largest Winning Trade | 429555 | 429555 | 72489 | 10896219 | 9860129 | 10896219 |
Largest Losing Trade | -27616 | -20050 | -27616 | -6383330 | -5845569 | -6383330 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 57 | 48 | 68 | 57 | 48 | 68 |
Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
Bars Traded | 5321 | 2448 | 2873 | 5321 | 2448 | 2873 |
Profit Streak | 0 | 14.0513 | 0 | 0 | 14.0513 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629312 | -83242 | -318986 | 411637 | -88028 | -96070 |
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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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