Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709117.363 | 1586216.0162 | 122901.3468 | 12636492.4865 | 8092915.993 | 4543576.4934 |
Total P&L (%) | 1709.1174 | 1586.216 | 122.9013 | 12636.4925 | 8092.916 | 4543.5765 |
Avg Daily Profit (%) | 0.7729 | 0.7173 | 0.0556 | 0.2194 | 0.1994 | 0.1737 |
Buy And Hold Return (%) | 519.1819 | 519.1819 | 519.1819 | 519.1819 | 519.1819 | 519.1819 |
Max Trade Drawdown | -98730 | -67418 | -79569 | -40139840 | -21842221 | -27713814 |
Profit Factor | 2.7669 | 3.9958 | 1.2807 | 1.0806 | 1.1015 | 1.059 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 40.553 | 36.6972 | 44.4444 | 40.553 | 36.6972 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.056 | 6.8928 | 1.6009 | 1.5841 | 1.9001 | 1.3237 |
Largest Winning Trade | 1074400 | 1074400 | 48150 | 10400078 | 10400078 | 8602398 |
Largest Losing Trade | -45098 | -35591 | -45098 | -8529628 | -6783496 | -8529628 |
Avg Bars in Trades | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Winners | 46 | 54 | 40 | 46 | 54 | 40 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 6557 | 3477 | 3080 | 6557 | 3477 | 3080 |
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 | 461690 | 396661 | -285552 | -125085 | -105193 | -149975 |
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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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