Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120792.2904 | 1016637.9503 | 104154.3401 | 4063548.4768 | 3796850.7537 | 266697.7232 |
Total P&L (%) | 1120.7923 | 1016.638 | 104.1543 | 4063.5485 | 3796.8508 | 266.6977 |
Avg Daily Profit (%) | 0.5382 | 0.4882 | 0.05 | 0.1792 | 0.176 | 0.0624 |
Buy And Hold Return (%) | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 |
Max Trade Drawdown | -103179 | -73447 | -126315 | -4525179 | -4552046 | -3845831 |
Profit Factor | 2.4337 | 3.6909 | 1.2578 | 1.1438 | 1.2734 | 1.0186 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 35.1852 | 31.4815 | 38.8889 | 35.1852 | 31.4815 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.4831 | 8.0332 | 1.9766 | 2.107 | 2.7715 | 1.6006 |
Largest Winning Trade | 350967 | 350967 | 84933 | 4283903 | 4283903 | 2350850 |
Largest Losing Trade | -45970 | -45970 | -35851 | -2828426 | -1756770 | -2828426 |
Avg Bars in Trades | 226 | 206 | 246 | 226 | 206 | 246 |
Avg Bars in Winners | 404 | 382 | 421 | 404 | 382 | 421 |
Avg Bars in Losers | 130 | 126 | 134 | 130 | 126 | 134 |
Bars Traded | 24478 | 11173 | 13305 | 24478 | 11173 | 13305 |
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 | 363287 | -170198 | -428867 | -58862 | -178669 | -496129 |
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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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