Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2426011.9498 | 2328999.9938 | 97011.956 | 6812860.1861 | 3249753.334 | 3563106.8522 |
Total P&L (%) | 2426.012 | 2329 | 97.012 | 6812.8602 | 3249.7533 | 3563.1069 |
Avg Daily Profit (%) | 1.0918 | 1.0482 | 0.0437 | 0.1908 | 0.1582 | 0.1622 |
Buy And Hold Return (%) | 948.7863 | 948.7863 | 948.7863 | 948.7863 | 948.7863 | 948.7863 |
Max Trade Drawdown | -163545 | -97626 | -130508 | -29285172 | -19635428 | -20357475 |
Profit Factor | 3.5409 | 5.9241 | 1.2014 | 1.0618 | 1.0621 | 1.0614 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Losing Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Profitability (%) | 52.2613 | 54 | 50.5051 | 52.2613 | 54 | 50.5051 |
Ratio Avg Win / Avg Loss | 3.2345 | 5.0464 | 1.1773 | 0.9699 | 0.9048 | 1.0402 |
Largest Winning Trade | 2015832 | 2015832 | 48563 | 9262002 | 9262002 | 6725194 |
Largest Losing Trade | -44926 | -44926 | -25712 | -7279849 | -7203940 | -7279849 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 54 | 50 | 59 | 54 | 50 | 59 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 8705 | 4149 | 4556 | 8705 | 4149 | 4556 |
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 | 647074 | 656189 | -301114 | -144972 | -148664 | -147933 |
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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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