Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058141.4304 | 839508.9653 | 218632.4651 | 73347445.962 | 68554342.9024 | 4793103.0596 |
Total P&L (%) | 1058.1414 | 839.509 | 218.6325 | 73347.446 | 68554.3429 | 4793.1031 |
Avg Daily Profit (%) | 0.4231 | 0.3357 | 0.0874 | 0.2642 | 0.2615 | 0.1557 |
Buy And Hold Return (%) | 735.7179 | 735.7179 | 735.7179 | 735.7179 | 735.7179 | 735.7179 |
Max Trade Drawdown | -69854 | -67297 | -53386 | -18494301 | -14862121 | -10565556 |
Profit Factor | 3.2815 | 4.6968 | 1.9236 | 2.4701 | 3.4484 | 1.2189 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 60.177 | 58.9286 | 61.4035 | 60.177 | 58.9286 | 61.4035 |
Ratio Avg Win / Avg Loss | 2.1716 | 3.2735 | 1.2092 | 1.6346 | 2.4034 | 0.7662 |
Largest Winning Trade | 250482 | 250482 | 59583 | 34714151 | 34714151 | 8833198 |
Largest Losing Trade | -54781 | -54781 | -53386 | -9632947 | -8868840 | -9632947 |
Avg Bars in Trades | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Winners | 76 | 84 | 68 | 76 | 84 | 68 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 7306 | 4013 | 3294 | 7306 | 4013 | 3294 |
Profit Streak | 0 | 13.6887 | 0 | 0 | 13.6887 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11597 | -283415 | -418046 | 536896 | -163138 | -173319 |
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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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