Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2912771.2141 | 2824612.0175 | 88159.1966 | 5957538.8789 | 18878263.3043 | -12920724.4254 |
Total P&L (%) | 2912.7712 | 2824.612 | 88.1592 | 5957.5389 | 18878.2633 | -12920.7244 |
Avg Daily Profit (%) | 1.3086 | 1.269 | 0.0396 | 0.1845 | 0.236 | 0 |
Buy And Hold Return (%) | 729.6207 | 729.6207 | 729.6207 | 729.6207 | 729.6207 | 729.6207 |
Max Trade Drawdown | -142857 | -91273 | -138033 | -25441336 | -11794529 | -17379562 |
Profit Factor | 4.5041 | 8.8446 | 1.1871 | 1.077 | 1.5767 | 0.7105 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 50.5747 | 48.2759 | 52.8736 | 50.5747 | 48.2759 | 52.8736 |
Ratio Avg Win / Avg Loss | 4.4017 | 9.4764 | 1.0581 | 1.0525 | 1.6893 | 0.6333 |
Largest Winning Trade | 2539532 | 2539532 | 43545 | 28129645 | 28129645 | 3093408 |
Largest Losing Trade | -47541 | -47192 | -47541 | -12612321 | -7845747 | -12612321 |
Avg Bars in Trades | 75 | 72 | 78 | 75 | 72 | 78 |
Avg Bars in Winners | 101 | 100 | 102 | 101 | 100 | 102 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 13095 | 6293 | 6801 | 13095 | 6293 | 6801 |
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 | 712635 | 675820 | -320435 | -126937 | 368602 | -580727 |
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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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