Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1666475.001 | 1589821.1054 | 76653.8957 | 1168351.8281 | 4003548.8977 | -2835197.0696 |
Total P&L (%) | 1666.475 | 1589.8211 | 76.6539 | 1168.3518 | 4003.5489 | -2835.1971 |
Avg Daily Profit (%) | 0.7999 | 0.7631 | 0.0368 | 0.122 | 0.1785 | 0 |
Buy And Hold Return (%) | 81.5603 | 81.5603 | 81.5603 | 81.5603 | 81.5603 | 81.5603 |
Max Trade Drawdown | -223774 | -143164 | -119192 | -19400092 | -18921767 | -12345380 |
Profit Factor | 3.1674 | 4.7828 | 1.2199 | 1.0191 | 1.1146 | 0.8919 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 32.2222 | 28.8889 | 35.5556 | 32.2222 | 28.8889 | 35.5556 |
Ratio Avg Win / Avg Loss | 6.6625 | 11.773 | 2.2111 | 2.1436 | 2.7435 | 1.6165 |
Largest Winning Trade | 952128 | 952128 | 59099 | 16473735 | 16473735 | 6117381 |
Largest Losing Trade | -41390 | -36345 | -41390 | -6204985 | -4645646 | -6204985 |
Avg Bars in Trades | 275 | 246 | 304 | 275 | 246 | 304 |
Avg Bars in Winners | 609 | 597 | 619 | 609 | 597 | 619 |
Avg Bars in Losers | 116 | 103 | 129 | 116 | 103 | 129 |
Bars Traded | 24759 | 11079 | 13681 | 24759 | 11079 | 13681 |
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 | 451616 | 283588 | -314371 | -234788 | -98155 | -583551 |
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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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