Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1934329.7515 | 1818408.135 | 115921.6165 | 5036066.2071 | -7327355.0359 | 12363421.243 |
Total P&L (%) | 1934.3298 | 1818.4081 | 115.9216 | 5036.0662 | -7327.355 | 12363.4212 |
Avg Daily Profit (%) | 1.078 | 1.0134 | 0.0646 | 0.2198 | 0 | 0.2693 |
Buy And Hold Return (%) | 347.9755 | 347.9755 | 347.9755 | 347.9755 | 347.9755 | 347.9755 |
Max Trade Drawdown | -131659 | -147982 | -98966 | -22379492 | -24837189 | -8888955 |
Profit Factor | 3.1807 | 5.1036 | 1.2611 | 1.0505 | 0.8678 | 1.2789 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 45.339 | 43.2203 | 47.4576 | 45.339 | 43.2203 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.8346 | 6.7047 | 1.3963 | 1.2665 | 1.1401 | 1.416 |
Largest Winning Trade | 1423398 | 1423398 | 56224 | 9007707 | 9007707 | 5707794 |
Largest Losing Trade | -25719 | -18904 | -25719 | -3274779 | -3267369 | -3274779 |
Avg Bars in Trades | 44 | 37 | 50 | 44 | 37 | 50 |
Avg Bars in Winners | 67 | 56 | 78 | 67 | 56 | 78 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 10396 | 4482 | 5914 | 10396 | 4482 | 5914 |
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 | 646111 | 617835 | -273828 | -157372 | -581988 | 264805 |
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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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