Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2293969.3674 | 2168677.6379 | 125291.7295 | 8571439.3051 | -5593976.0257 | 14165415.3308 |
Total P&L (%) | 2293.9694 | 2168.6776 | 125.2917 | 8571.4393 | -5593.976 | 14165.4153 |
Avg Daily Profit (%) | 1.2725 | 1.203 | 0.0695 | 0.2479 | 0 | 0.2756 |
Buy And Hold Return (%) | 230.5129 | 230.5129 | 230.5129 | 230.5129 | 230.5129 | 230.5129 |
Max Trade Drawdown | -132214 | -104999 | -64518 | -33909664 | -26350191 | -11667590 |
Profit Factor | 5.0328 | 9.4874 | 1.3999 | 1.1052 | 0.8705 | 1.3696 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 32.5397 | 25.3968 | 39.6825 | 32.5397 | 25.3968 | 39.6825 |
Ratio Avg Win / Avg Loss | 10.4338 | 27.8692 | 2.1278 | 2.2912 | 2.557 | 2.0819 |
Largest Winning Trade | 1196225 | 1196225 | 56431 | 10704978 | 9875721 | 10704978 |
Largest Losing Trade | -44469 | -22753 | -44469 | -5642947 | -5642947 | -4578408 |
Avg Bars in Trades | 164 | 130 | 197 | 164 | 130 | 197 |
Avg Bars in Winners | 347 | 321 | 363 | 347 | 321 | 363 |
Avg Bars in Losers | 75 | 65 | 87 | 75 | 65 | 87 |
Bars Traded | 20685 | 8244 | 12441 | 20685 | 8244 | 12441 |
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 | 537809 | -152979 | -415078 | -101752 | -753024 | -140666 |
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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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