Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096012.3614 | 904820.0878 | 191192.2736 | 28533438.7129 | -4711149.9114 | 33244588.6244 |
Total P&L (%) | 1096.0124 | 904.8201 | 191.1923 | 28533.4387 | -4711.1499 | 33244.5886 |
Avg Daily Profit (%) | 0.5847 | 0.4827 | 0.102 | 0.3023 | 0 | 0.3104 |
Buy And Hold Return (%) | 517.5364 | 517.5364 | 517.5364 | 517.5364 | 517.5364 | 517.5364 |
Max Trade Drawdown | -82778 | -66779 | -59456 | -36071899 | -27558612 | -23519602 |
Profit Factor | 2.1138 | 2.8746 | 1.3813 | 1.1164 | 0.9624 | 1.2774 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 112 | 46 | 66 | 112 | 46 | 66 |
Losing Trades | 155 | 88 | 67 | 155 | 88 | 67 |
Profitability (%) | 41.9476 | 34.3284 | 49.6241 | 41.9476 | 34.3284 | 49.6241 |
Ratio Avg Win / Avg Loss | 2.9253 | 5.4993 | 1.4023 | 1.545 | 1.8411 | 1.2967 |
Largest Winning Trade | 219792 | 219792 | 37208 | 18956089 | 18956089 | 10459385 |
Largest Losing Trade | -32648 | -27319 | -32648 | -11898427 | -6439699 | -11898427 |
Avg Bars in Trades | 83 | 75 | 90 | 83 | 75 | 90 |
Avg Bars in Winners | 126 | 124 | 127 | 126 | 124 | 127 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 22208 | 10174 | 12034 | 22208 | 10174 | 12034 |
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 | 270266 | 38962 | -222342 | -84222 | -584293 | 308859 |
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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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