Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714065.3581 | 1595148.4579 | 118916.9002 | 6623312.6012 | 10056566.8151 | -3433254.2139 |
Total P&L (%) | 1714.0654 | 1595.1485 | 118.9169 | 6623.3126 | 10056.5668 | -3433.2542 |
Avg Daily Profit (%) | 0.6853 | 0.6378 | 0.0475 | 0.1684 | 0.1849 | 0 |
Buy And Hold Return (%) | 315.7303 | 315.7303 | 315.7303 | 315.7303 | 315.7303 | 315.7303 |
Max Trade Drawdown | -118680 | -50375 | -91841 | -23451959 | -8315178 | -22817944 |
Profit Factor | 4.5046 | 8.4311 | 1.4333 | 1.1147 | 1.4554 | 0.9037 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 48.5149 | 45.098 | 52 | 48.5149 | 45.098 | 52 |
Ratio Avg Win / Avg Loss | 4.7804 | 10.264 | 1.3231 | 1.183 | 1.7718 | 0.8342 |
Largest Winning Trade | 1194180 | 1194180 | 58228 | 10906481 | 10906481 | 9511436 |
Largest Losing Trade | -66102 | -24202 | -66102 | -18293937 | -2900056 | -18293937 |
Avg Bars in Trades | 142 | 125 | 160 | 142 | 125 | 160 |
Avg Bars in Winners | 227 | 195 | 256 | 227 | 195 | 256 |
Avg Bars in Losers | 62 | 68 | 56 | 62 | 68 | 56 |
Bars Traded | 14437 | 6411 | 8026 | 14437 | 6411 | 8026 |
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 | 657404 | -162952 | -474088 | -86887 | -171908 | -760574 |
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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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