Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2135952.497 | 2153238.0042 | -17285.5072 | 698743.8912 | 5322555.9094 | -4623812.0182 |
Total P&L (%) | 2135.9525 | 2153.238 | -17.2855 | 698.7439 | 5322.5559 | -4623.812 |
Avg Daily Profit (%) | 0.9627 | 0.9705 | -0.0078 | 0.0937 | 0.1801 | 0 |
Buy And Hold Return (%) | 953.3364 | 953.3364 | 953.3364 | 953.3364 | 953.3364 | 953.3364 |
Max Trade Drawdown | -156716 | -96363 | -119619 | -9229893 | -4706320 | -5158207 |
Profit Factor | 3.4052 | 6.1747 | 0.9634 | 1.031 | 1.4915 | 0.6049 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 35.8974 | 37.1795 | 34.6154 | 35.8974 | 37.1795 | 34.6154 |
Ratio Avg Win / Avg Loss | 6.0808 | 10.433 | 1.8197 | 1.8411 | 2.5201 | 1.1426 |
Largest Winning Trade | 1988455 | 1988455 | 44863 | 9526432 | 9526432 | 1686032 |
Largest Losing Trade | -38326 | -25841 | -38326 | -2589684 | -1801539 | -2589684 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 111 | 103 | 119 | 111 | 103 | 119 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 8713 | 4053 | 4659 | 8713 | 4053 | 4659 |
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 | 355205 | -22766 | -618441 | -423213 | -30155 | -619552 |
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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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