Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2116910.0318 | 1997920.5514 | 118989.4804 | 8876579.2924 | 3804086.8923 | 5072492.4002 |
Total P&L (%) | 2116.91 | 1997.9206 | 118.9895 | 8876.5793 | 3804.0869 | 5072.4924 |
Avg Daily Profit (%) | 1.1269 | 1.0636 | 0.0633 | 0.2397 | 0.1953 | 0.2103 |
Buy And Hold Return (%) | 551.4064 | 551.4064 | 551.4064 | 551.4064 | 551.4064 | 551.4064 |
Max Trade Drawdown | -114990 | -124394 | -70615 | -7113559 | -7376521 | -3434369 |
Profit Factor | 4.543 | 6.6875 | 1.4833 | 1.2965 | 1.2063 | 1.4412 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 38.3838 | 32 | 44.898 | 38.3838 | 32 | 44.898 |
Ratio Avg Win / Avg Loss | 7.2928 | 14.211 | 1.8204 | 2.0813 | 2.5635 | 1.7687 |
Largest Winning Trade | 1410730 | 1410730 | 52560 | 6077971 | 6077971 | 3222331 |
Largest Losing Trade | -26457 | -26457 | -23672 | -1617398 | -1601832 | -1617398 |
Avg Bars in Trades | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 3659 | 1723 | 1936 | 3659 | 1723 | 1936 |
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 | 514462 | -167689 | -273699 | 190693 | -178502 | 298637 |
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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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