Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208361.0226 | 1022217.2445 | 186143.7781 | 38107518.383 | 13391586.5688 | 24715931.8142 |
Total P&L (%) | 1208.361 | 1022.2172 | 186.1438 | 38107.5184 | 13391.5866 | 24715.9318 |
Avg Daily Profit (%) | 0.58 | 0.4907 | 0.0893 | 0.2858 | 0.2357 | 0.265 |
Buy And Hold Return (%) | 55.814 | 55.814 | 55.814 | 55.814 | 55.814 | 55.814 |
Max Trade Drawdown | -64681 | -66388 | -75262 | -16258801 | -17417835 | -7174221 |
Profit Factor | 3.0447 | 4.7458 | 1.5852 | 1.469 | 1.2896 | 1.7058 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 46.789 | 43.6364 | 50 | 46.789 | 43.6364 | 50 |
Ratio Avg Win / Avg Loss | 3.4625 | 6.1301 | 1.5852 | 1.6706 | 1.6657 | 1.7058 |
Largest Winning Trade | 302895 | 302895 | 66436 | 20923442 | 20923442 | 10836776 |
Largest Losing Trade | -44758 | -44758 | -28046 | -9928922 | -9928922 | -6073921 |
Avg Bars in Trades | 220 | 234 | 205 | 220 | 234 | 205 |
Avg Bars in Winners | 323 | 315 | 331 | 323 | 315 | 331 |
Avg Bars in Losers | 129 | 171 | 79 | 129 | 171 | 79 |
Bars Traded | 23987 | 12893 | 11094 | 23987 | 12893 | 11094 |
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 | 581147 | -164399 | -253605 | 361426 | -173055 | -168229 |
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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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