Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4880202.3145 | 4737103.443 | 143098.8716 | 8964171.6 | 2661686.2488 | 6302485.3512 |
Total P&L (%) | 4880.2023 | 4737.1034 | 143.0989 | 8964.1716 | 2661.6862 | 6302.4854 |
Avg Daily Profit (%) | 2.1924 | 2.1281 | 0.0643 | 0.2027 | 0.1492 | 0.187 |
Buy And Hold Return (%) | 740.202 | 740.202 | 740.202 | 740.202 | 740.202 | 740.202 |
Max Trade Drawdown | -96471 | -81104 | -84887 | -11843006 | -9219939 | -7084220 |
Profit Factor | 9.0572 | 15.6174 | 1.5081 | 1.1701 | 1.0967 | 1.2506 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 42.6357 | 34.375 | 50.7692 | 42.6357 | 34.375 | 50.7692 |
Ratio Avg Win / Avg Loss | 12.186 | 29.815 | 1.4624 | 1.5744 | 2.0936 | 1.2127 |
Largest Winning Trade | 4635338 | 4635338 | 41871 | 7937615 | 7937615 | 4438901 |
Largest Losing Trade | -34610 | -31840 | -34610 | -4729248 | -4729248 | -3361003 |
Avg Bars in Trades | 98 | 128 | 69 | 98 | 128 | 69 |
Avg Bars in Winners | 149 | 213 | 106 | 149 | 213 | 106 |
Avg Bars in Losers | 61 | 84 | 31 | 61 | 84 | 31 |
Bars Traded | 12764 | 8241 | 4523 | 12764 | 8241 | 4523 |
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 | 723947 | -123087 | -403095 | -26714 | -254681 | -123871 |
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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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