Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2722372.1204 | 2659938.223 | 62433.8974 | 1242383.7982 | 3566905.8684 | -2324522.0701 |
Total P&L (%) | 2722.3721 | 2659.9382 | 62.4339 | 1242.3838 | 3566.9059 | -2324.5221 |
Avg Daily Profit (%) | 1.2232 | 1.1951 | 0.0281 | 0.1168 | 0.162 | 0 |
Buy And Hold Return (%) | 379.7424 | 379.7424 | 379.7424 | 379.7424 | 379.7424 | 379.7424 |
Max Trade Drawdown | -239809 | -141421 | -116103 | -24663543 | -12468085 | -12946598 |
Profit Factor | 4.3199 | 7.232 | 1.1588 | 1.0176 | 1.0875 | 0.9217 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 46.8468 | 45.4545 | 48.2143 | 46.8468 | 45.4545 | 48.2143 |
Ratio Avg Win / Avg Loss | 4.9015 | 8.6784 | 1.2446 | 1.1546 | 1.3049 | 0.9899 |
Largest Winning Trade | 2536305 | 2536305 | 49545 | 13283109 | 13283109 | 4321831 |
Largest Losing Trade | -40705 | -33923 | -40705 | -10443610 | -5392154 | -10443610 |
Avg Bars in Trades | 116 | 146 | 86 | 116 | 146 | 86 |
Avg Bars in Winners | 157 | 209 | 110 | 157 | 209 | 110 |
Avg Bars in Losers | 79 | 93 | 64 | 79 | 93 | 64 |
Bars Traded | 12899 | 8043 | 4856 | 12899 | 8043 | 4856 |
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 | 716338 | -159785 | -547791 | -241649 | -298434 | -761527 |
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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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