Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017026.0586 | 883044.8468 | 133981.2119 | 11760861.1581 | 8944494.0425 | 2816367.1156 |
Total P&L (%) | 1017.0261 | 883.0448 | 133.9812 | 11760.8612 | 8944.494 | 2816.3671 |
Avg Daily Profit (%) | 0.5506 | 0.4781 | 0.0725 | 0.2589 | 0.2442 | 0.1828 |
Buy And Hold Return (%) | 132.5897 | 132.5897 | 132.5897 | 132.5897 | 132.5897 | 132.5897 |
Max Trade Drawdown | -63828 | -54444 | -42327 | -11390956 | -10971333 | -5996388 |
Profit Factor | 3.0754 | 4.6489 | 1.5402 | 1.26 | 1.3614 | 1.1375 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 31.1321 | 30.1887 | 32.0755 | 31.1321 | 30.1887 | 32.0755 |
Ratio Avg Win / Avg Loss | 6.8033 | 10.7507 | 3.2616 | 2.7873 | 3.1483 | 2.4088 |
Largest Winning Trade | 415628 | 415628 | 77179 | 9766877 | 9766877 | 8184360 |
Largest Losing Trade | -18039 | -16256 | -18039 | -2752417 | -2306368 | -2752417 |
Avg Bars in Trades | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Winners | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 3585 | 1720 | 1865 | 3585 | 1720 | 1865 |
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 | 354769 | -170312 | -443240 | 87708 | -178051 | -247566 |
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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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