Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012815.6273 | 957803.6402 | 55011.9871 | 2280931.509 | -3133101.2165 | 5414032.7255 |
Total P&L (%) | 1012.8156 | 957.8036 | 55.012 | 2280.9315 | -3133.1012 | 5414.0327 |
Avg Daily Profit (%) | 0.4272 | 0.404 | 0.0232 | 0.1338 | 0 | 0.1693 |
Buy And Hold Return (%) | 575.3597 | 575.3597 | 575.3597 | 575.3597 | 575.3597 | 575.3597 |
Max Trade Drawdown | -148067 | -176641 | -30631 | -11372733 | -14099395 | -983861 |
Profit Factor | 2.3284 | 2.5061 | 1.435 | 1.0612 | 0.9044 | 2.2079 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 46.6667 | 40.2439 | 53.012 | 46.6667 | 40.2439 | 53.012 |
Ratio Avg Win / Avg Loss | 2.6611 | 3.7212 | 1.2719 | 1.2128 | 1.3429 | 1.957 |
Largest Winning Trade | 318007 | 318007 | 19098 | 7445435 | 7445435 | 1911891 |
Largest Losing Trade | -49898 | -49898 | -8609 | -4042343 | -4042343 | -983861 |
Avg Bars in Trades | 85 | 166 | 5 | 85 | 166 | 5 |
Avg Bars in Winners | 101 | 229 | 5 | 101 | 229 | 5 |
Avg Bars in Losers | 71 | 123 | 5 | 71 | 123 | 5 |
Bars Traded | 14056 | 13627 | 429 | 14056 | 13627 | 429 |
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 | 197828 | -2817 | -326398 | -169837 | -587363 | 443267 |
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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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