Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480612.826 | 1380643.5763 | 99969.2498 | 5821820.1125 | 2297908.5249 | 3523911.5876 |
Total P&L (%) | 1480.6128 | 1380.6436 | 99.9693 | 5821.8201 | 2297.9085 | 3523.9116 |
Avg Daily Profit (%) | 0.59 | 0.5502 | 0.0398 | 0.1628 | 0.1267 | 0.1432 |
Buy And Hold Return (%) | 477.0761 | 477.0761 | 477.0761 | 477.0761 | 477.0761 | 477.0761 |
Max Trade Drawdown | -117110 | -70929 | -75518 | -6343729 | -3695331 | -2951833 |
Profit Factor | 4.2311 | 7.1758 | 1.426 | 1.3032 | 1.2154 | 1.413 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 30.9278 | 28.5714 | 33.3333 | 30.9278 | 28.5714 | 33.3333 |
Ratio Avg Win / Avg Loss | 9.4493 | 17.9395 | 2.8519 | 2.9106 | 3.0386 | 2.8261 |
Largest Winning Trade | 957091 | 957091 | 49567 | 3864496 | 3864496 | 3644363 |
Largest Losing Trade | -37584 | -27065 | -37584 | -1106225 | -1106225 | -1006762 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 179 | 172 | 185 | 179 | 172 | 185 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7218 | 3404 | 3814 | 7218 | 3404 | 3814 |
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 | 303296 | 75538 | -309893 | 63930 | -38536 | -5998 |
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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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