Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530069.4958 | 1513257.0854 | 16812.4104 | 384125.895 | 7923900.5043 | -7539774.6093 |
Total P&L (%) | 1530.0695 | 1513.2571 | 16.8124 | 384.1259 | 7923.9005 | -7539.7746 |
Avg Daily Profit (%) | 0.7346 | 0.7265 | 0.0081 | 0.0757 | 0.2107 | 0 |
Buy And Hold Return (%) | 109.3834 | 109.3834 | 109.3834 | 109.3834 | 109.3834 | 109.3834 |
Max Trade Drawdown | -233337 | -163377 | -105806 | -20911437 | -14129738 | -8457206 |
Profit Factor | 2.7677 | 4.4858 | 1.039 | 1.009 | 1.3643 | 0.6414 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 32.5843 | 27.2727 | 37.7778 | 32.5843 | 27.2727 | 37.7778 |
Ratio Avg Win / Avg Loss | 5.7263 | 11.9622 | 1.7112 | 2.0875 | 3.638 | 1.0564 |
Largest Winning Trade | 972264 | 972264 | 60813 | 16866370 | 16866370 | 3453636 |
Largest Losing Trade | -33118 | -31154 | -33118 | -4134277 | -3729335 | -4134277 |
Avg Bars in Trades | 276 | 238 | 313 | 276 | 238 | 313 |
Avg Bars in Winners | 612 | 613 | 611 | 612 | 613 | 611 |
Avg Bars in Losers | 113 | 97 | 132 | 113 | 97 | 132 |
Bars Traded | 24584 | 10473 | 14111 | 24584 | 10473 | 14111 |
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 | 408722 | 7781 | -529058 | -310539 | -10022 | -583798 |
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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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