Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2290800.0283 | 2166052.9599 | 124747.0684 | 10323979.3168 | -712527.8066 | 11036507.1234 |
Total P&L (%) | 2290.8 | 2166.053 | 124.7471 | 10323.9793 | -712.5278 | 11036.5071 |
Avg Daily Profit (%) | 1.2717 | 1.2025 | 0.0693 | 0.2583 | 0 | 0.262 |
Buy And Hold Return (%) | 290.3501 | 290.3501 | 290.3501 | 290.3501 | 290.3501 | 290.3501 |
Max Trade Drawdown | -90371 | -67656 | -69494 | -16462423 | -11044941 | -6303174 |
Profit Factor | 4.9965 | 9.1895 | 1.4041 | 1.1776 | 0.9775 | 1.4174 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 37.5 | 35.9375 | 39.0625 | 37.5 | 35.9375 | 39.0625 |
Ratio Avg Win / Avg Loss | 8.3274 | 16.3812 | 2.1904 | 1.9626 | 1.7425 | 2.2111 |
Largest Winning Trade | 1133581 | 1133581 | 68426 | 9239151 | 7154864 | 9239151 |
Largest Losing Trade | -50635 | -23795 | -50635 | -4865366 | -3468587 | -4865366 |
Avg Bars in Trades | 80 | 68 | 93 | 80 | 68 | 93 |
Avg Bars in Winners | 164 | 134 | 191 | 164 | 134 | 191 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 10359 | 4393 | 5966 | 10359 | 4393 | 5966 |
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 | 606457 | -122883 | -408127 | -20058 | -722927 | -133231 |
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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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