Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129501.6134 | 943413.5034 | 186088.1099 | 50332867.7303 | 53533198.4548 | -3200330.7245 |
Total P&L (%) | 1129.5016 | 943.4135 | 186.0881 | 50332.8677 | 53533.1985 | -3200.3307 |
Avg Daily Profit (%) | 0.4514 | 0.3771 | 0.0744 | 0.249 | 0.2515 | 0 |
Buy And Hold Return (%) | 787.9491 | 787.9491 | 787.9491 | 787.9491 | 787.9491 | 787.9491 |
Max Trade Drawdown | -105816 | -74116 | -40090 | -46889191 | -34139380 | -16822535 |
Profit Factor | 2.545 | 3.1856 | 1.6215 | 1.5299 | 1.8729 | 0.9049 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 121 | 65 | 56 | 121 | 65 | 56 |
Profitability (%) | 46.2222 | 42.4779 | 50 | 46.2222 | 42.4779 | 50 |
Ratio Avg Win / Avg Loss | 2.961 | 4.3138 | 1.6215 | 1.78 | 2.5363 | 0.9049 |
Largest Winning Trade | 328379 | 328379 | 57321 | 47489284 | 47489284 | 5194233 |
Largest Losing Trade | -45598 | -45598 | -20894 | -14398073 | -14398073 | -5723763 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 44 | 51 | 38 | 44 | 51 | 38 |
Avg Bars in Losers | 21 | 26 | 16 | 21 | 26 | 16 |
Bars Traded | 7296 | 4201 | 3095 | 7296 | 4201 | 3095 |
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 | -16173 | -91934 | -256324 | 387552 | 318744 | -580756 |
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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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