Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685089.281 | 1543837.8719 | 141251.4091 | 22816574.7334 | 23804395.5999 | -987820.8665 |
Total P&L (%) | 1685.0893 | 1543.8379 | 141.2514 | 22816.5747 | 23804.3956 | -987.8209 |
Avg Daily Profit (%) | 0.9281 | 0.8503 | 0.0778 | 0.2998 | 0.3021 | 0 |
Buy And Hold Return (%) | 784.7718 | 784.7718 | 784.7718 | 784.7718 | 784.7718 | 784.7718 |
Max Trade Drawdown | -92748 | -49907 | -59803 | -40426878 | -20902275 | -26317677 |
Profit Factor | 3.4405 | 5.8175 | 1.3817 | 1.1506 | 1.3518 | 0.9882 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.0208 | 10.1806 | 2.4181 | 2.0136 | 2.3656 | 1.7294 |
Largest Winning Trade | 896800 | 896800 | 76086 | 23021491 | 23021491 | 16294621 |
Largest Losing Trade | -22979 | -22979 | -20523 | -9733023 | -4935058 | -9733023 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 69 | 65 | 74 | 69 | 65 | 74 |
Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
Bars Traded | 5171 | 2363 | 2808 | 5171 | 2363 | 2808 |
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 | 340337 | -32764 | -300422 | -49343 | -36839 | -625261 |
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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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