Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917752.1148 | 763082.2787 | 154669.8361 | 22866215.5259 | 33656956.5962 | -10790741.0703 |
Total P&L (%) | 917.7521 | 763.0823 | 154.6698 | 22866.2155 | 33656.9566 | -10790.7411 |
Avg Daily Profit (%) | 0.3664 | 0.3047 | 0.0618 | 0.2173 | 0.2327 | 0 |
Buy And Hold Return (%) | 884.0034 | 884.0034 | 884.0034 | 884.0034 | 884.0034 | 884.0034 |
Max Trade Drawdown | -128931 | -100449 | -102120 | -18187260 | -7546056 | -23688092 |
Profit Factor | 2.765 | 3.7042 | 1.6505 | 1.4369 | 2.63 | 0.6595 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 47.7876 | 48.2143 | 47.3684 | 47.7876 | 48.2143 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.021 | 3.9786 | 1.8339 | 1.5699 | 2.8248 | 0.7328 |
Largest Winning Trade | 178831 | 178831 | 59723 | 18989097 | 18989097 | 3831709 |
Largest Losing Trade | -51569 | -51569 | -42247 | -8884397 | -2942181 | -8884397 |
Avg Bars in Trades | 61 | 73 | 49 | 61 | 73 | 49 |
Avg Bars in Winners | 86 | 95 | 76 | 86 | 95 | 76 |
Avg Bars in Losers | 39 | 53 | 26 | 39 | 53 | 26 |
Bars Traded | 6986 | 4142 | 2844 | 6986 | 4142 | 2844 |
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 | -139723 | -330750 | -454199 | 347651 | -167416 | -761856 |
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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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