Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450883.1217 | 1393235.0028 | 57648.1189 | 2086163.2291 | 9216337.3452 | -7130174.1161 |
Total P&L (%) | 1450.8831 | 1393.235 | 57.6481 | 2086.1632 | 9216.3373 | -7130.1741 |
Avg Daily Profit (%) | 0.6395 | 0.6141 | 0.0254 | 0.1361 | 0.2001 | 0 |
Buy And Hold Return (%) | 207.4157 | 207.4157 | 207.4157 | 207.4157 | 207.4157 | 207.4157 |
Max Trade Drawdown | -146815 | -90840 | -96562 | -13403267 | -4684561 | -10784340 |
Profit Factor | 2.3658 | 3.7149 | 1.105 | 1.049 | 1.4746 | 0.6926 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 41.7989 | 38.9474 | 44.6809 | 41.7989 | 38.9474 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.2941 | 5.8233 | 1.3681 | 1.4606 | 2.3115 | 0.8576 |
Largest Winning Trade | 1043049 | 1043049 | 49830 | 10005371 | 10005371 | 3221054 |
Largest Losing Trade | -47262 | -32279 | -47262 | -6999915 | -2253333 | -6999915 |
Avg Bars in Trades | 68 | 60 | 76 | 68 | 60 | 76 |
Avg Bars in Winners | 110 | 90 | 127 | 110 | 90 | 127 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 12887 | 5725 | 7162 | 12887 | 5725 | 7162 |
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 | 507498 | 491110 | -432125 | -179865 | 205246 | -583149 |
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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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