Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504985.0874 | 1456800.9423 | 48184.1451 | 967473.742 | 5736893.4563 | -4769419.7143 |
Total P&L (%) | 1504.9851 | 1456.8009 | 48.1841 | 967.4737 | 5736.8935 | -4769.4197 |
Avg Daily Profit (%) | 0.7224 | 0.6993 | 0.0231 | 0.1137 | 0.1954 | 0 |
Buy And Hold Return (%) | 88.5781 | 88.5781 | 88.5781 | 88.5781 | 88.5781 | 88.5781 |
Max Trade Drawdown | -150462 | -111559 | -80093 | -9516605 | -6446674 | -5573560 |
Profit Factor | 2.6446 | 4.0325 | 1.1108 | 1.0278 | 1.3128 | 0.7102 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 32.2835 | 26.9841 | 37.5 | 32.2835 | 26.9841 | 37.5 |
Ratio Avg Win / Avg Loss | 5.5472 | 10.9116 | 1.8514 | 2.1559 | 3.5523 | 1.1837 |
Largest Winning Trade | 999032 | 999032 | 70013 | 8290945 | 8290945 | 2302821 |
Largest Losing Trade | -30609 | -30609 | -30194 | -2592488 | -1730128 | -2592488 |
Avg Bars in Trades | 193 | 170 | 216 | 193 | 170 | 216 |
Avg Bars in Winners | 433 | 445 | 424 | 433 | 445 | 424 |
Avg Bars in Losers | 79 | 68 | 91 | 79 | 68 | 91 |
Bars Traded | 24604 | 10745 | 13859 | 24604 | 10745 | 13859 |
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 | 395777 | -148637 | -569558 | -236148 | -158756 | -723430 |
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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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