Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452604.3635 | 1301776.4845 | 150827.8789 | 15940150.4803 | 5843736.9119 | 10096413.5685 |
Total P&L (%) | 1452.6044 | 1301.7765 | 150.8279 | 15940.1505 | 5843.7369 | 10096.4136 |
Avg Daily Profit (%) | 0.5811 | 0.5208 | 0.0603 | 0.2033 | 0.1635 | 0.1852 |
Buy And Hold Return (%) | 496.0093 | 496.0093 | 496.0093 | 496.0093 | 496.0093 | 496.0093 |
Max Trade Drawdown | -69770 | -54959 | -61125 | -25330386 | -16139436 | -17332302 |
Profit Factor | 4.3506 | 7.2842 | 1.6663 | 1.1794 | 1.1218 | 1.2469 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 40.4494 | 35.5556 | 45.4545 | 40.4494 | 35.5556 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.4051 | 13.2026 | 1.9995 | 1.7363 | 2.0333 | 1.4962 |
Largest Winning Trade | 729459 | 729459 | 53567 | 14661772 | 14661772 | 9315249 |
Largest Losing Trade | -30105 | -30105 | -25470 | -11766174 | -11766174 | -6200787 |
Avg Bars in Trades | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Winners | 174 | 191 | 160 | 174 | 191 | 160 |
Avg Bars in Losers | 63 | 51 | 77 | 63 | 51 | 77 |
Bars Traded | 9630 | 4567 | 5063 | 9630 | 4567 | 5063 |
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 | 430655 | 371211 | -276687 | -17520 | -83232 | 214591 |
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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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