Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027849.6077 | 908470.2012 | 119379.4065 | 2586867.3844 | -451203.9663 | 3038071.3507 |
Total P&L (%) | 1027.8496 | 908.4702 | 119.3794 | 2586.8674 | -451.204 | 3038.0714 |
Avg Daily Profit (%) | 0.4936 | 0.4362 | 0.0573 | 0.1582 | 0 | 0.1656 |
Buy And Hold Return (%) | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 | 118.0723 |
Max Trade Drawdown | -207874 | -112714 | -146969 | -25669252 | -22546920 | -15405329 |
Profit Factor | 2.1309 | 3.2484 | 1.2365 | 1.0363 | 0.9884 | 1.0945 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 52.4194 | 48.3871 | 56.4516 | 52.4194 | 48.3871 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.9342 | 3.4649 | 0.9539 | 0.9407 | 1.0543 | 0.8443 |
Largest Winning Trade | 395776 | 395776 | 70782 | 12962051 | 12962051 | 6074933 |
Largest Losing Trade | -63118 | -34239 | -63118 | -9308223 | -9308223 | -7038430 |
Avg Bars in Trades | 197 | 173 | 221 | 197 | 173 | 221 |
Avg Bars in Winners | 234 | 226 | 242 | 234 | 226 | 242 |
Avg Bars in Losers | 156 | 124 | 194 | 156 | 124 | 194 |
Bars Traded | 24509 | 10770 | 13739 | 24509 | 10770 | 13739 |
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 | 548718 | -138541 | -434021 | -173906 | -733918 | -263886 |
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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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