Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563374.7017 | 1474317.2558 | 89057.4459 | 6360322.3616 | 11885345.7784 | -5525023.4168 |
Total P&L (%) | 1563.3747 | 1474.3173 | 89.0574 | 6360.3224 | 11885.3458 | -5525.0234 |
Avg Daily Profit (%) | 0.6241 | 0.5886 | 0.0356 | 0.1665 | 0.1913 | 0 |
Buy And Hold Return (%) | 468.9572 | 468.9572 | 468.9572 | 468.9572 | 468.9572 | 468.9572 |
Max Trade Drawdown | -97665 | -57891 | -89605 | -17583635 | -7866224 | -16849708 |
Profit Factor | 3.3559 | 6.1138 | 1.2373 | 1.1148 | 1.5365 | 0.8338 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 30.6358 | 29.8851 | 31.3953 | 30.6358 | 29.8851 | 31.3953 |
Ratio Avg Win / Avg Loss | 7.5982 | 14.344 | 2.7037 | 2.5242 | 3.6049 | 1.8219 |
Largest Winning Trade | 977679 | 977679 | 61475 | 9817269 | 9817269 | 4076909 |
Largest Losing Trade | -32180 | -21522 | -32180 | -5054407 | -1477327 | -5054407 |
Avg Bars in Trades | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Winners | 75 | 69 | 81 | 75 | 69 | 81 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 4896 | 2235 | 2661 | 4896 | 2235 | 2661 |
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 | 321061 | 308720 | -317928 | -91691 | 81909 | -585559 |
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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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