Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111515.8573 | 907769.6153 | 203746.242 | 59538997.6447 | 47964968.8996 | 11574028.745 |
Total P&L (%) | 1111.5159 | 907.7696 | 203.7462 | 59538.9976 | 47964.9689 | 11574.0287 |
Avg Daily Profit (%) | 0.4446 | 0.3631 | 0.0815 | 0.2559 | 0.2473 | 0.1906 |
Buy And Hold Return (%) | 826.8958 | 826.8958 | 826.8958 | 826.8958 | 826.8958 | 826.8958 |
Max Trade Drawdown | -54220 | -53497 | -51034 | -11152662 | -9793562 | -3133965 |
Profit Factor | 3.2137 | 4.6174 | 1.8112 | 3.4384 | 4.0438 | 2.3365 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 55.6522 | 54.386 | 56.8966 | 55.6522 | 54.386 | 56.8966 |
Ratio Avg Win / Avg Loss | 2.5609 | 3.8727 | 1.3721 | 2.7399 | 3.3916 | 1.7701 |
Largest Winning Trade | 351658 | 351658 | 50941 | 23018449 | 23018449 | 5336802 |
Largest Losing Trade | -40055 | -26208 | -40055 | -5383841 | -5383841 | -2010219 |
Avg Bars in Trades | 84 | 89 | 79 | 84 | 89 | 79 |
Avg Bars in Winners | 106 | 113 | 100 | 106 | 113 | 100 |
Avg Bars in Losers | 56 | 60 | 52 | 56 | 60 | 52 |
Bars Traded | 9745 | 5107 | 4638 | 9745 | 5107 | 4638 |
Profit Streak | 0 | 162.5934 | 0 | 0 | 162.5934 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41383 | -296537 | -426767 | 580677 | -162597 | -166754 |
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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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