Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2649155.7788 | 2490598.4865 | 158557.2923 | 18950675.7631 | -7954201.6973 | 26904877.4603 |
Total P&L (%) | 2649.1558 | 2490.5985 | 158.5573 | 18950.6758 | -7954.2017 | 26904.8775 |
Avg Daily Profit (%) | 1.4839 | 1.3951 | 0.0888 | 0.2945 | 0 | 0.3141 |
Buy And Hold Return (%) | 188.2455 | 188.2455 | 188.2455 | 188.2455 | 188.2455 | 188.2455 |
Max Trade Drawdown | -57852 | -79632 | -39864 | -21329217 | -26817406 | -9534450 |
Profit Factor | 7.8923 | 14.5461 | 1.7908 | 1.1908 | 0.8478 | 1.5715 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 41.2162 | 40.5405 | 41.8919 | 41.2162 | 40.5405 | 41.8919 |
Ratio Avg Win / Avg Loss | 11.2562 | 21.3342 | 2.484 | 1.6983 | 1.2434 | 2.1798 |
Largest Winning Trade | 1861279 | 1861279 | 66586 | 11635051 | 8739678 | 11635051 |
Largest Losing Trade | -39864 | -17786 | -39864 | -7152841 | -7152841 | -4397480 |
Avg Bars in Trades | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Winners | 95 | 70 | 118 | 95 | 70 | 118 |
Avg Bars in Losers | 12 | 7 | 16 | 12 | 7 | 16 |
Bars Traded | 6850 | 2479 | 4371 | 6850 | 2479 | 4371 |
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 | 693487 | -45925 | -304378 | -3759 | -647248 | -55744 |
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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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