Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104803.347 | 900324.9704 | 204478.3765 | 64281019.4817 | 57006407.1863 | 7274612.2955 |
Total P&L (%) | 1104.8033 | 900.325 | 204.4784 | 64281.0195 | 57006.4072 | 7274.6123 |
Avg Daily Profit (%) | 0.4418 | 0.3601 | 0.0818 | 0.259 | 0.2542 | 0.1721 |
Buy And Hold Return (%) | 720.696 | 720.696 | 720.696 | 720.696 | 720.696 | 720.696 |
Max Trade Drawdown | -60210 | -48926 | -32261 | -32760304 | -21655507 | -12826531 |
Profit Factor | 3.167 | 4.1554 | 1.9108 | 1.9572 | 2.3892 | 1.2785 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 51.3274 | 50 | 52.6316 | 51.3274 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.0031 | 4.1554 | 1.7197 | 1.856 | 2.3892 | 1.1506 |
Largest Winning Trade | 347288 | 347288 | 41821 | 36787698 | 36787698 | 9101638 |
Largest Losing Trade | -33118 | -33118 | -18947 | -11625798 | -11625798 | -7105967 |
Avg Bars in Trades | 43 | 47 | 38 | 43 | 47 | 38 |
Avg Bars in Winners | 56 | 64 | 48 | 56 | 64 | 48 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 4867 | 2646 | 2221 | 4867 | 2646 | 2221 |
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 | 238564 | -251709 | -425636 | 458342 | -167003 | -171962 |
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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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