Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1548378.4763 | 1345942.015 | 202436.4613 | 51740693.5855 | 20652744.8324 | 31087948.7531 |
Total P&L (%) | 1548.3785 | 1345.942 | 202.4365 | 51740.6936 | 20652.7448 | 31087.9488 |
Avg Daily Profit (%) | 0.6188 | 0.5379 | 0.0809 | 0.2501 | 0.2134 | 0.2298 |
Buy And Hold Return (%) | 457.5332 | 457.5332 | 457.5332 | 457.5332 | 457.5332 | 457.5332 |
Max Trade Drawdown | -71429 | -38887 | -53947 | -21074956 | -15669748 | -11355113 |
Profit Factor | 5.2328 | 9.7233 | 1.9571 | 1.6923 | 1.4939 | 1.9444 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 48.3146 | 40 | 56.8182 | 48.3146 | 40 | 56.8182 |
Ratio Avg Win / Avg Loss | 5.5979 | 14.585 | 1.4874 | 1.8104 | 2.2409 | 1.4777 |
Largest Winning Trade | 771166 | 771166 | 55275 | 19541225 | 17015625 | 19541225 |
Largest Losing Trade | -38688 | -20457 | -38688 | -9612548 | -8586828 | -9612548 |
Avg Bars in Trades | 82 | 71 | 94 | 82 | 71 | 94 |
Avg Bars in Winners | 127 | 120 | 132 | 127 | 120 | 132 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 7345 | 3206 | 4139 | 7345 | 3206 | 4139 |
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 | 590227 | 448850 | -247170 | 405166 | 241546 | 425379 |
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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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