Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903518.5002 | 753697.8498 | 149820.6504 | 10476110.5323 | 10962665.0915 | -486554.5593 |
Total P&L (%) | 903.5185 | 753.6979 | 149.8207 | 10476.1105 | 10962.6651 | -486.5546 |
Avg Daily Profit (%) | 0.4337 | 0.3618 | 0.0719 | 0.224 | 0.2262 | 0 |
Buy And Hold Return (%) | 252.1531 | 252.1531 | 252.1531 | 252.1531 | 252.1531 | 252.1531 |
Max Trade Drawdown | -107834 | -69206 | -75038 | -35062674 | -18470757 | -21412794 |
Profit Factor | 2.9762 | 4.4911 | 1.6209 | 1.124 | 1.2634 | 0.9887 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 46.8085 | 46.8085 | 46.8085 | 46.8085 | 46.8085 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.382 | 5.1035 | 1.8419 | 1.2772 | 1.4356 | 1.1235 |
Largest Winning Trade | 287161 | 287161 | 57972 | 11671292 | 11671292 | 7971550 |
Largest Losing Trade | -28582 | -23411 | -28582 | -8746895 | -5624207 | -8746895 |
Avg Bars in Trades | 260 | 252 | 267 | 260 | 252 | 267 |
Avg Bars in Winners | 426 | 388 | 464 | 426 | 388 | 464 |
Avg Bars in Losers | 114 | 133 | 95 | 114 | 133 | 95 |
Bars Traded | 24474 | 11887 | 12587 | 24474 | 11887 | 12587 |
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 | 436896 | 452208 | -260790 | -76899 | 250601 | -580271 |
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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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