Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361653.5647 | 1353061.445 | 8592.1198 | 344257.095 | 200000.321 | 144256.774 |
Total P&L (%) | 1361.6536 | 1353.0614 | 8.5921 | 344.2571 | 200.0003 | 144.2568 |
Avg Daily Profit (%) | 0.7216 | 0.7171 | 0.0046 | 0.0791 | 0.0582 | 0.0473 |
Buy And Hold Return (%) | 366.5954 | 366.5954 | 366.5954 | 366.5954 | 366.5954 | 366.5954 |
Max Trade Drawdown | -219391 | -218890 | -14104 | -5693466 | -5680114 | -151224 |
Profit Factor | 3.2648 | 3.4303 | 1.1932 | 1.038 | 1.0234 | 1.2775 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 38.1679 | 32.3077 | 43.9394 | 38.1679 | 32.3077 | 43.9394 |
Ratio Avg Win / Avg Loss | 5.289 | 7.1872 | 1.5224 | 1.6815 | 2.1443 | 1.63 |
Largest Winning Trade | 988768 | 988768 | 7375 | 4727395 | 4727395 | 179960 |
Largest Losing Trade | -50314 | -50314 | -9918 | -1654647 | -1654647 | -151224 |
Avg Bars in Trades | 168 | 338 | 1 | 168 | 338 | 1 |
Avg Bars in Winners | 201 | 477 | 1 | 201 | 477 | 1 |
Avg Bars in Losers | 147 | 271 | 1 | 147 | 271 | 1 |
Bars Traded | 22050 | 21972 | 78 | 22050 | 21972 | 78 |
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 | 432247 | -122317 | -485899 | -435058 | -613435 | -420943 |
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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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