Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1778961.572 | 1769009.3917 | 9952.1803 | 418893.8213 | 9642258.9603 | -9223365.139 |
Total P&L (%) | 1778.9616 | 1769.0094 | 9.9522 | 418.8938 | 9642.259 | -9223.3651 |
Avg Daily Profit (%) | 0.8539 | 0.8491 | 0.0048 | 0.0791 | 0.22 | 0 |
Buy And Hold Return (%) | 114.8541 | 114.8541 | 114.8541 | 114.8541 | 114.8541 | 114.8541 |
Max Trade Drawdown | -292737 | -194133 | -157917 | -45394537 | -34681485 | -16177608 |
Profit Factor | 3.0028 | 5.0211 | 1.0222 | 1.0044 | 1.1868 | 0.7922 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 30.6931 | 24 | 37.2549 | 30.6931 | 24 | 37.2549 |
Ratio Avg Win / Avg Loss | 6.7805 | 15.9001 | 1.7216 | 2.2679 | 3.7582 | 1.3342 |
Largest Winning Trade | 1103314 | 1103314 | 59738 | 37610344 | 37610344 | 11335795 |
Largest Losing Trade | -40116 | -28864 | -40116 | -8521357 | -7611117 | -8521357 |
Avg Bars in Trades | 243 | 218 | 269 | 243 | 218 | 269 |
Avg Bars in Winners | 552 | 607 | 517 | 552 | 607 | 517 |
Avg Bars in Losers | 107 | 94 | 121 | 107 | 94 | 121 |
Bars Traded | 24629 | 10900 | 13729 | 24629 | 10900 | 13729 |
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 | 421517 | -193536 | -732222 | -311777 | -220280 | -764123 |
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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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