Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107801.898 | 922236.3153 | 185565.5826 | 4296596.8541 | -395005.6471 | 4691602.5012 |
Total P&L (%) | 1107.8019 | 922.2363 | 185.5656 | 4296.5969 | -395.0056 | 4691.6025 |
Avg Daily Profit (%) | 0.5741 | 0.4779 | 0.0962 | 0.1963 | 0 | 0.2007 |
Buy And Hold Return (%) | 12.7457 | 12.7457 | 12.7457 | 12.7457 | 12.7457 | 12.7457 |
Max Trade Drawdown | -116091 | -80627 | -77399 | -5947692 | -3604669 | -4480358 |
Profit Factor | 2.6246 | 3.7673 | 1.5323 | 1.2022 | 0.9638 | 1.4545 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 51.2397 | 45.9016 | 56.6667 | 51.2397 | 45.9016 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.4976 | 4.4401 | 1.1717 | 1.1441 | 1.1359 | 1.1123 |
Largest Winning Trade | 675026 | 675026 | 50395 | 2482516 | 2129303 | 2482516 |
Largest Losing Trade | -54698 | -43464 | -54698 | -2107781 | -1430630 | -2107781 |
Avg Bars in Trades | 187 | 168 | 208 | 187 | 168 | 208 |
Avg Bars in Winners | 233 | 213 | 249 | 233 | 213 | 249 |
Avg Bars in Losers | 140 | 129 | 155 | 140 | 129 | 155 |
Bars Traded | 22745 | 10248 | 12497 | 22745 | 10248 | 12497 |
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 | 602000 | -145970 | -231405 | 287060 | -742385 | -159244 |
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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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