Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3205904.1449 | 3095646.2308 | 110257.9141 | 4827118.7972 | 5679926.3398 | -852807.5426 |
Total P&L (%) | 3205.9041 | 3095.6462 | 110.2579 | 4827.1188 | 5679.9263 | -852.8075 |
Avg Daily Profit (%) | 1.539 | 1.486 | 0.0529 | 0.1873 | 0.1949 | 0 |
Buy And Hold Return (%) | 24.8714 | 24.8714 | 24.8714 | 24.8714 | 24.8714 | 24.8714 |
Max Trade Drawdown | -137568 | -82726 | -149224 | -7609663 | -7080019 | -4768725 |
Profit Factor | 5.0392 | 8.9355 | 1.2732 | 1.1178 | 1.28 | 0.9588 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 35.3846 | 30.7692 | 40 | 35.3846 | 30.7692 | 40 |
Ratio Avg Win / Avg Loss | 9.202 | 20.1048 | 1.9098 | 2.0412 | 2.8799 | 1.4382 |
Largest Winning Trade | 2840039 | 2840039 | 85338 | 7909306 | 7909306 | 3063285 |
Largest Losing Trade | -44663 | -44663 | -33972 | -2273291 | -1923407 | -2273291 |
Avg Bars in Trades | 189 | 170 | 209 | 189 | 170 | 209 |
Avg Bars in Winners | 382 | 360 | 398 | 382 | 360 | 398 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 24691 | 11065 | 13626 | 24691 | 11065 | 13626 |
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 | 586508 | -117147 | -258888 | -87231 | -130369 | -714958 |
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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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