Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002816.8391 | 897628.9328 | 105187.9063 | 8790625.3912 | 11305623.6335 | -2514998.2422 |
Total P&L (%) | 1002.8168 | 897.6289 | 105.1879 | 8790.6254 | 11305.6236 | -2514.9982 |
Avg Daily Profit (%) | 0.5492 | 0.4916 | 0.0576 | 0.2461 | 0.2597 | 0 |
Buy And Hold Return (%) | 843.9896 | 843.9896 | 843.9896 | 843.9896 | 843.9896 | 843.9896 |
Max Trade Drawdown | -86493 | -70595 | -84815 | -8045723 | -5803887 | -8084119 |
Profit Factor | 2.2387 | 3.4906 | 1.2342 | 1.1908 | 1.5762 | 0.905 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 42.9348 | 44.5652 | 41.3043 | 42.9348 | 44.5652 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.9755 | 4.342 | 1.7538 | 1.5827 | 1.9607 | 1.286 |
Largest Winning Trade | 291421 | 291421 | 75459 | 5830986 | 5830986 | 3679950 |
Largest Losing Trade | -32177 | -21177 | -32177 | -3901478 | -1531881 | -3901478 |
Avg Bars in Trades | 116 | 105 | 127 | 116 | 105 | 127 |
Avg Bars in Winners | 192 | 171 | 215 | 192 | 171 | 215 |
Avg Bars in Losers | 59 | 53 | 65 | 59 | 53 | 65 |
Bars Traded | 21464 | 9731 | 11733 | 21464 | 9731 | 11733 |
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 | -93732 | -131220 | -284677 | -2929 | 324334 | -582801 |
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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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