Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1849264.1551 | 1767079.6484 | 82184.5067 | 5071658.7586 | -526226.8025 | 5597885.5611 |
Total P&L (%) | 1849.2642 | 1767.0796 | 82.1845 | 5071.6588 | -526.2268 | 5597.8856 |
Avg Daily Profit (%) | 1.0276 | 0.9819 | 0.0457 | 0.2195 | 0 | 0.2249 |
Buy And Hold Return (%) | 364.7038 | 364.7038 | 364.7038 | 364.7038 | 364.7038 | 364.7038 |
Max Trade Drawdown | -104601 | -92199 | -67022 | -7113594 | -8027055 | -3535464 |
Profit Factor | 3.5776 | 5.8568 | 1.2324 | 1.1196 | 0.9779 | 1.3013 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 65 | 24 | 41 | 65 | 24 | 41 |
Losing Trades | 119 | 68 | 51 | 119 | 68 | 51 |
Profitability (%) | 35.3261 | 26.087 | 44.5652 | 35.3261 | 26.087 | 44.5652 |
Ratio Avg Win / Avg Loss | 6.5498 | 16.5944 | 1.533 | 2.0497 | 2.7708 | 1.6187 |
Largest Winning Trade | 1281290 | 1281290 | 68084 | 4739885 | 4739885 | 3255480 |
Largest Losing Trade | -37451 | -28030 | -37451 | -2088708 | -1348152 | -2088708 |
Avg Bars in Trades | 115 | 88 | 143 | 115 | 88 | 143 |
Avg Bars in Winners | 244 | 226 | 254 | 244 | 226 | 254 |
Avg Bars in Losers | 45 | 40 | 53 | 45 | 40 | 53 |
Bars Traded | 21309 | 8147 | 13162 | 21309 | 8147 | 13162 |
Profit Streak | 0 | 0 | 21.509 | 0 | 0 | 21.509 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507100 | -5056 | -298286 | -84421 | -603332 | 290931 |
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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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