Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039900.429 | 937139.2827 | 102761.1462 | 7629506.921 | 9658574.7537 | -2029067.8327 |
Total P&L (%) | 1039.9004 | 937.1393 | 102.7611 | 7629.5069 | 9658.5748 | -2029.0678 |
Avg Daily Profit (%) | 0.4723 | 0.4256 | 0.0467 | 0.1977 | 0.2083 | 0 |
Buy And Hold Return (%) | 600.6746 | 600.6746 | 600.6746 | 600.6746 | 600.6746 | 600.6746 |
Max Trade Drawdown | -125711 | -80390 | -134164 | -8384732 | -3975940 | -5164827 |
Profit Factor | 2.4259 | 3.6598 | 1.2726 | 1.4513 | 2.2182 | 0.774 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 46.8571 | 40.9091 | 52.8736 | 46.8571 | 40.9091 | 52.8736 |
Ratio Avg Win / Avg Loss | 2.7514 | 5.2864 | 1.1343 | 1.646 | 3.204 | 0.6898 |
Largest Winning Trade | 349434 | 349434 | 68728 | 9703240 | 9703240 | 1169340 |
Largest Losing Trade | -34193 | -23606 | -34193 | -3192861 | -1268436 | -3192861 |
Avg Bars in Trades | 49 | 34 | 64 | 49 | 34 | 64 |
Avg Bars in Winners | 70 | 50 | 85 | 70 | 50 | 85 |
Avg Bars in Losers | 30 | 23 | 39 | 30 | 23 | 39 |
Bars Traded | 8598 | 3027 | 5570 | 8598 | 3027 | 5570 |
Profit Streak | 0 | 0 | 52.5683 | 0 | 0 | 52.5683 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216034 | 111703 | -295823 | 353942 | 305114 | -580163 |
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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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