Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2222988.9848 | 2062864.6041 | 160124.3806 | 20675503.7322 | -11427266.9588 | 32102770.6909 |
Total P&L (%) | 2222.989 | 2062.8646 | 160.1244 | 20675.5037 | -11427.267 | 32102.7707 |
Avg Daily Profit (%) | 0.9384 | 0.8708 | 0.0676 | 0.2255 | 0 | 0.2441 |
Buy And Hold Return (%) | 476.8498 | 476.8498 | 476.8498 | 476.8498 | 476.8498 | 476.8498 |
Max Trade Drawdown | -127989 | -125862 | -92649 | -181639542 | -135232723 | -95249174 |
Profit Factor | 4.4482 | 7.6971 | 1.4756 | 1.0498 | 0.9424 | 1.1481 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 44.6281 | 39.3443 | 50 | 44.6281 | 39.3443 | 50 |
Ratio Avg Win / Avg Loss | 5.5191 | 11.8664 | 1.4756 | 1.3026 | 1.4528 | 1.1481 |
Largest Winning Trade | 1616056 | 1616056 | 67753 | 67759147 | 67759147 | 63372729 |
Largest Losing Trade | -43470 | -25772 | -43470 | -68927418 | -37394762 | -68927418 |
Avg Bars in Trades | 38 | 28 | 47 | 38 | 28 | 47 |
Avg Bars in Winners | 47 | 41 | 52 | 47 | 41 | 52 |
Avg Bars in Losers | 30 | 20 | 42 | 30 | 20 | 42 |
Bars Traded | 4613 | 1760 | 2853 | 4613 | 1760 | 2853 |
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 | 621879 | -146000 | -436484 | -159237 | -744935 | -218360 |
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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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