Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593425.7619 | 1571175.7422 | 22250.0197 | 349966.6059 | 10200006.3912 | -9850039.7852 |
Total P&L (%) | 1593.4258 | 1571.1757 | 22.25 | 349.9666 | 10200.0064 | -9850.0398 |
Avg Daily Profit (%) | 0.7648 | 0.7542 | 0.0107 | 0.0722 | 0.2227 | 0 |
Buy And Hold Return (%) | 110.8108 | 110.8108 | 110.8108 | 110.8108 | 110.8108 | 110.8108 |
Max Trade Drawdown | -236492 | -174621 | -97731 | -23090877 | -13122033 | -11203918 |
Profit Factor | 2.8016 | 4.5106 | 1.0509 | 1.0083 | 1.5054 | 0.5505 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 31.25 | 25 | 37.5 | 31.25 | 25 | 37.5 |
Ratio Avg Win / Avg Loss | 6.1635 | 13.5318 | 1.7515 | 2.2183 | 4.5162 | 0.9176 |
Largest Winning Trade | 1012253 | 1012253 | 59548 | 18421977 | 18421977 | 2702992 |
Largest Losing Trade | -35177 | -30534 | -35177 | -4891397 | -3815755 | -4891397 |
Avg Bars in Trades | 254 | 219 | 290 | 254 | 219 | 290 |
Avg Bars in Winners | 588 | 611 | 573 | 588 | 611 | 573 |
Avg Bars in Losers | 102 | 88 | 119 | 102 | 88 | 119 |
Bars Traded | 24438 | 10516 | 13922 | 24438 | 10516 | 13922 |
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 | 402364 | -9793 | -512514 | -316793 | -19321 | -585550 |
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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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