Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062976.0286 | 931336.1786 | 131639.85 | 13757497.1484 | 2540397.4158 | 11217099.7326 |
Total P&L (%) | 1062.976 | 931.3362 | 131.6399 | 13757.4971 | 2540.3974 | 11217.0997 |
Avg Daily Profit (%) | 0.4487 | 0.3931 | 0.0556 | 0.2084 | 0.1383 | 0.1998 |
Buy And Hold Return (%) | 550.1071 | 550.1071 | 550.1071 | 550.1071 | 550.1071 | 550.1071 |
Max Trade Drawdown | -117963 | -105919 | -63071 | -5032161 | -5304575 | -1808708 |
Profit Factor | 3.1367 | 4.5742 | 1.5557 | 1.6634 | 1.1882 | 2.5486 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 44.1176 | 37.2549 | 50.9804 | 44.1176 | 37.2549 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.9732 | 7.704 | 1.4958 | 2.1069 | 2.0012 | 2.4506 |
Largest Winning Trade | 307257 | 307257 | 56225 | 6667737 | 4492505 | 6667737 |
Largest Losing Trade | -33827 | -33672 | -33827 | -2569464 | -2569464 | -1226882 |
Avg Bars in Trades | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Winners | 96 | 113 | 85 | 96 | 113 | 85 |
Avg Bars in Losers | 45 | 31 | 64 | 45 | 31 | 64 |
Bars Traded | 6965 | 3143 | 3822 | 6965 | 3143 | 3822 |
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 | 244838 | -176776 | -462775 | 332778 | -207059 | -167033 |
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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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