Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2360761.2791 | 2216105.269 | 144656.0101 | 16263013.785 | 894851.4677 | 15368162.3173 |
Total P&L (%) | 2360.7613 | 2216.1053 | 144.656 | 16263.0138 | 894.8515 | 15368.1623 |
Avg Daily Profit (%) | 1.2536 | 1.1767 | 0.0768 | 0.271 | 0.1221 | 0.2681 |
Buy And Hold Return (%) | 323.3698 | 323.3698 | 323.3698 | 323.3698 | 323.3698 | 323.3698 |
Max Trade Drawdown | -105055 | -99693 | -64457 | -17811027 | -15532348 | -7136082 |
Profit Factor | 4.8542 | 6.9351 | 1.6049 | 1.2733 | 1.0234 | 1.7211 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 43.9252 | 32.0755 | 55.5556 | 43.9252 | 32.0755 | 55.5556 |
Ratio Avg Win / Avg Loss | 6.1969 | 14.6861 | 1.2839 | 1.6255 | 2.1673 | 1.3769 |
Largest Winning Trade | 1465424 | 1465424 | 49971 | 8757136 | 8757136 | 5934409 |
Largest Losing Trade | -31939 | -31939 | -26927 | -5304190 | -5304190 | -4336359 |
Avg Bars in Trades | 207 | 224 | 191 | 207 | 224 | 191 |
Avg Bars in Winners | 302 | 354 | 273 | 302 | 354 | 273 |
Avg Bars in Losers | 133 | 163 | 89 | 133 | 163 | 89 |
Bars Traded | 22247 | 11897 | 10350 | 22247 | 11897 | 10350 |
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 | 690114 | -165380 | -433576 | 273557 | -413901 | -168564 |
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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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