Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1602749.172 | 1525915.7961 | 76833.3759 | 34051494.1828 | 26851071.3752 | 7200422.8075 |
Total P&L (%) | 1602.7492 | 1525.9158 | 76.8334 | 34051.4942 | 26851.0714 | 7200.4228 |
Avg Daily Profit (%) | 0.8602 | 0.8189 | 0.0412 | 0.3136 | 0.3008 | 0.2305 |
Buy And Hold Return (%) | 9058.7549 | 9058.7549 | 9058.7549 | 9058.7549 | 9058.7549 | 9058.7549 |
Max Trade Drawdown | -134960 | -119190 | -70011 | -5423641 | -4473408 | -8011550 |
Profit Factor | 4.2617 | 7.3668 | 1.3052 | 2.105 | 3.2473 | 1.3816 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 48.5981 | 41.5094 | 55.5556 | 48.5981 | 41.5094 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.5075 | 10.3805 | 1.0442 | 2.2264 | 4.5757 | 1.1053 |
Largest Winning Trade | 576217 | 576217 | 65633 | 7198310 | 6712925 | 7198310 |
Largest Losing Trade | -42229 | -42229 | -35426 | -5054898 | -2723880 | -5054898 |
Avg Bars in Trades | 100 | 104 | 97 | 100 | 104 | 97 |
Avg Bars in Winners | 149 | 196 | 116 | 149 | 196 | 116 |
Avg Bars in Losers | 54 | 39 | 73 | 54 | 39 | 73 |
Bars Traded | 10788 | 5542 | 5246 | 10788 | 5542 | 5246 |
Profit Streak | 0 | 164.36 | 0 | 0 | 164.36 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145566 | -326457 | -482824 | 371302 | -170427 | -336231 |
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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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