Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514267.6602 | 1379561.0611 | 134706.5991 | 16203422.9769 | 6797854.818 | 9405568.1588 |
Total P&L (%) | 1514.2677 | 1379.5611 | 134.7066 | 16203.423 | 6797.8548 | 9405.5682 |
Avg Daily Profit (%) | 0.6048 | 0.551 | 0.0538 | 0.2037 | 0.1692 | 0.1821 |
Buy And Hold Return (%) | 486.241 | 486.241 | 486.241 | 486.241 | 486.241 | 486.241 |
Max Trade Drawdown | -97258 | -46317 | -72948 | -9040650 | -7058158 | -4512538 |
Profit Factor | 4.2881 | 7.5131 | 1.5416 | 1.439 | 1.3225 | 1.5941 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 37.8049 | 34.1463 | 41.4634 | 37.8049 | 34.1463 | 41.4634 |
Ratio Avg Win / Avg Loss | 7.0546 | 14.4895 | 2.1764 | 2.3674 | 2.5506 | 2.2505 |
Largest Winning Trade | 894479 | 894479 | 58957 | 9824259 | 9824259 | 8223212 |
Largest Losing Trade | -32231 | -18168 | -32231 | -2678588 | -2678588 | -2229589 |
Avg Bars in Trades | 178 | 162 | 194 | 178 | 162 | 194 |
Avg Bars in Winners | 340 | 329 | 349 | 340 | 329 | 349 |
Avg Bars in Losers | 80 | 76 | 84 | 80 | 76 | 84 |
Bars Traded | 14658 | 6678 | 7980 | 14658 | 6678 | 7980 |
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 | 80662 | 366496 | -287463 | -3406 | 107206 | 273336 |
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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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