Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2467635.9189 | 2355474.3375 | 112161.5814 | 4103897.9102 | -2353311.6642 | 6457209.5744 |
Total P&L (%) | 2467.6359 | 2355.4743 | 112.1616 | 4103.8979 | -2353.3117 | 6457.2096 |
Avg Daily Profit (%) | 1.375 | 1.3125 | 0.0625 | 0.2085 | 0 | 0.2334 |
Buy And Hold Return (%) | 361.8099 | 361.8099 | 361.8099 | 361.8099 | 361.8099 | 361.8099 |
Max Trade Drawdown | -119342 | -176220 | -57929 | -15811093 | -21416201 | -4611811 |
Profit Factor | 4.7985 | 6.5067 | 1.5055 | 1.0816 | 0.9322 | 1.415 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 43.75 | 33.9286 | 53.5714 | 43.75 | 33.9286 | 53.5714 |
Ratio Avg Win / Avg Loss | 6.1695 | 12.6709 | 1.3048 | 1.3906 | 1.8154 | 1.2263 |
Largest Winning Trade | 1472245 | 1472245 | 50572 | 9022587 | 9022587 | 4425135 |
Largest Losing Trade | -35091 | -25010 | -35091 | -3445326 | -3290212 | -3445326 |
Avg Bars in Trades | 184 | 254 | 114 | 184 | 254 | 114 |
Avg Bars in Winners | 256 | 416 | 156 | 256 | 416 | 156 |
Avg Bars in Losers | 128 | 172 | 67 | 128 | 172 | 67 |
Bars Traded | 20708 | 14271 | 6437 | 20708 | 14271 | 6437 |
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 | 686143 | -164770 | -453503 | -124781 | -764583 | -170482 |
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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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