Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540964.8374 | 1509380.515 | 31584.3224 | 268863.5021 | 7811184.6027 | -7542321.1006 |
Total P&L (%) | 1540.9648 | 1509.3805 | 31.5843 | 268.8635 | 7811.1846 | -7542.3211 |
Avg Daily Profit (%) | 0.7397 | 0.7245 | 0.0152 | 0.0627 | 0.21 | 0 |
Buy And Hold Return (%) | 34.6633 | 34.6633 | 34.6633 | 34.6633 | 34.6633 | 34.6633 |
Max Trade Drawdown | -265556 | -192988 | -107134 | -21957912 | -15010256 | -8691422 |
Profit Factor | 2.7123 | 4.1919 | 1.074 | 1.0058 | 1.3278 | 0.67 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 31.1828 | 25.5319 | 36.9565 | 31.1828 | 25.5319 | 36.9565 |
Ratio Avg Win / Avg Loss | 5.9858 | 12.2265 | 1.832 | 2.2196 | 3.8727 | 1.1429 |
Largest Winning Trade | 1001834 | 1001834 | 60813 | 17613765 | 17613765 | 3902772 |
Largest Losing Trade | -34271 | -34271 | -33118 | -4239256 | -3700783 | -4239256 |
Avg Bars in Trades | 266 | 226 | 308 | 266 | 226 | 308 |
Avg Bars in Winners | 614 | 614 | 614 | 614 | 614 | 614 |
Avg Bars in Losers | 109 | 93 | 128 | 109 | 93 | 128 |
Bars Traded | 24809 | 10641 | 14169 | 24809 | 10641 | 14169 |
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 | 387193 | -7944 | -481430 | -329394 | -18178 | -584110 |
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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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