Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668326.2656 | 1535946.3086 | 132379.957 | 11666546.4607 | 5419090.2115 | 6247456.2492 |
Total P&L (%) | 1668.3263 | 1535.9463 | 132.38 | 11666.5465 | 5419.0902 | 6247.4562 |
Avg Daily Profit (%) | 0.6666 | 0.6137 | 0.0529 | 0.1907 | 0.1604 | 0.166 |
Buy And Hold Return (%) | 530.854 | 530.854 | 530.854 | 530.854 | 530.854 | 530.854 |
Max Trade Drawdown | -126895 | -52353 | -78561 | -5929386 | -4868387 | -3521197 |
Profit Factor | 4.3265 | 7.0801 | 1.5318 | 1.4578 | 1.3669 | 1.5833 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 40.5941 | 33.3333 | 48 | 40.5941 | 33.3333 | 48 |
Ratio Avg Win / Avg Loss | 6.3314 | 14.1603 | 1.6595 | 2.1334 | 2.7337 | 1.7152 |
Largest Winning Trade | 985416 | 985416 | 55500 | 4579331 | 4579331 | 3499168 |
Largest Losing Trade | -47358 | -27123 | -47358 | -2620225 | -2620225 | -1473485 |
Avg Bars in Trades | 143 | 137 | 149 | 143 | 137 | 149 |
Avg Bars in Winners | 275 | 296 | 261 | 275 | 296 | 261 |
Avg Bars in Losers | 52 | 57 | 45 | 52 | 57 | 45 |
Bars Traded | 14453 | 7000 | 7454 | 14453 | 7000 | 7454 |
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 | 466334 | -169640 | -466278 | 242235 | -177234 | -170159 |
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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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