Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1415820.7436 | 1296894.5137 | 118926.2298 | 12569158.2776 | 12967184.1586 | -398025.881 |
Total P&L (%) | 1415.8207 | 1296.8945 | 118.9262 | 12569.1583 | 12967.1842 | -398.0259 |
Avg Daily Profit (%) | 0.6454 | 0.5912 | 0.0542 | 0.221 | 0.2224 | 0 |
Buy And Hold Return (%) | 500.3131 | 500.3131 | 500.3131 | 500.3131 | 500.3131 | 500.3131 |
Max Trade Drawdown | -90986 | -103154 | -61500 | -4681918 | -2591892 | -3528000 |
Profit Factor | 3.8056 | 5.6916 | 1.5211 | 1.72 | 2.3373 | 0.9487 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 35.8696 | 30.4348 | 41.3043 | 35.8696 | 30.4348 | 41.3043 |
Ratio Avg Win / Avg Loss | 6.8039 | 13.0093 | 2.1616 | 3.0751 | 5.3424 | 1.3482 |
Largest Winning Trade | 712378 | 712378 | 64788 | 9141483 | 9141483 | 1112504 |
Largest Losing Trade | -27485 | -23386 | -27485 | -2573618 | -2108300 | -2573618 |
Avg Bars in Trades | 92 | 81 | 103 | 92 | 81 | 103 |
Avg Bars in Winners | 193 | 186 | 198 | 193 | 186 | 198 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 8551 | 3770 | 4781 | 8551 | 3770 | 4781 |
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 | 369051 | 312282 | -287064 | 224167 | 185218 | -582419 |
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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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