Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243139.2315 | 1096965.9524 | 146173.2791 | 9724345.4617 | 13123163.6118 | -3398818.1501 |
Total P&L (%) | 1243.1392 | 1096.966 | 146.1733 | 9724.3455 | 13123.1636 | -3398.8182 |
Avg Daily Profit (%) | 0.5969 | 0.5268 | 0.0702 | 0.2205 | 0.2348 | 0 |
Buy And Hold Return (%) | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 | 89.4841 |
Max Trade Drawdown | -138299 | -106242 | -118810 | -38464359 | -26383392 | -23819365 |
Profit Factor | 2.4487 | 3.6465 | 1.3295 | 1.0714 | 1.2019 | 0.9523 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 29.8851 | 24.1379 | 35.6322 | 29.8851 | 24.1379 | 35.6322 |
Ratio Avg Win / Avg Loss | 5.745 | 11.4604 | 2.4017 | 2.5136 | 3.7775 | 1.7203 |
Largest Winning Trade | 428929 | 428929 | 83166 | 22773867 | 22773867 | 8772738 |
Largest Losing Trade | -25200 | -18865 | -25200 | -7881580 | -5738115 | -7881580 |
Avg Bars in Trades | 140 | 121 | 159 | 140 | 121 | 159 |
Avg Bars in Winners | 347 | 325 | 362 | 347 | 325 | 362 |
Avg Bars in Losers | 52 | 57 | 47 | 52 | 57 | 47 |
Bars Traded | 24495 | 10594 | 13901 | 24495 | 10594 | 13901 |
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 | 314048 | -16302 | -113084 | -140086 | -25004 | -583909 |
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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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