Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2240914.2343 | 2185068.1953 | 55846.039 | 1101067.3633 | 6204551.6613 | -5103484.298 |
Total P&L (%) | 2240.9142 | 2185.0682 | 55.846 | 1101.0674 | 6204.5517 | -5103.4843 |
Avg Daily Profit (%) | 1.2553 | 1.224 | 0.0313 | 0.1393 | 0.2324 | 0 |
Buy And Hold Return (%) | 271.3076 | 271.3076 | 271.3076 | 271.3076 | 271.3076 | 271.3076 |
Max Trade Drawdown | -129392 | -103366 | -88656 | -7820718 | -2275088 | -6475630 |
Profit Factor | 4.6383 | 8.4927 | 1.1722 | 1.0719 | 2.227 | 0.5022 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 40.8163 | 36.7347 | 44.898 | 40.8163 | 36.7347 | 44.898 |
Ratio Avg Win / Avg Loss | 6.7255 | 14.6263 | 1.4386 | 1.5543 | 3.8354 | 0.6163 |
Largest Winning Trade | 1316117 | 1316117 | 67442 | 7856209 | 7856209 | 989808 |
Largest Losing Trade | -78159 | -29224 | -78159 | -6014060 | -546389 | -6014060 |
Avg Bars in Trades | 105 | 85 | 126 | 105 | 85 | 126 |
Avg Bars in Winners | 188 | 148 | 220 | 188 | 148 | 220 |
Avg Bars in Losers | 48 | 48 | 49 | 48 | 48 | 49 |
Bars Traded | 10360 | 4172 | 6188 | 10360 | 4172 | 6188 |
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 | 640098 | 611994 | -349863 | -152375 | 269658 | -582665 |
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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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