Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1574646.1846 | 1538807.6133 | 35838.5713 | 583476.5536 | 8605125.8605 | -8021649.3069 |
Total P&L (%) | 1574.6462 | 1538.8076 | 35.8386 | 583.4766 | 8605.1259 | -8021.6493 |
Avg Daily Profit (%) | 0.7558 | 0.7386 | 0.0172 | 0.0923 | 0.2146 | 0 |
Buy And Hold Return (%) | 118.6111 | 118.6111 | 118.6111 | 118.6111 | 118.6111 | 118.6111 |
Max Trade Drawdown | -224147 | -140341 | -109822 | -21331280 | -13616635 | -9672980 |
Profit Factor | 2.7854 | 4.3315 | 1.0853 | 1.0121 | 1.3488 | 0.6575 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 35.0515 | 29.1667 | 40.8163 | 35.0515 | 29.1667 | 40.8163 |
Ratio Avg Win / Avg Loss | 5.1611 | 10.5194 | 1.5737 | 1.8754 | 3.2758 | 0.9534 |
Largest Winning Trade | 1080804 | 1080804 | 59658 | 17600689 | 17600689 | 3405453 |
Largest Losing Trade | -38911 | -28455 | -38911 | -4147536 | -4104213 | -4147536 |
Avg Bars in Trades | 253 | 222 | 283 | 253 | 222 | 283 |
Avg Bars in Winners | 528 | 523 | 532 | 528 | 523 | 532 |
Avg Bars in Losers | 105 | 98 | 112 | 105 | 98 | 112 |
Bars Traded | 24599 | 10688 | 13911 | 24599 | 10688 | 13911 |
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 | 451779 | 309034 | -464694 | -282352 | -1705 | -584253 |
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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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