Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846317.2234 | 1922641.6696 | -76324.4462 | 165967.5277 | 3110406.6411 | -2944439.1134 |
Total P&L (%) | 1846.3172 | 1922.6417 | -76.3244 | 165.9675 | 3110.4066 | -2944.4391 |
Avg Daily Profit (%) | 0.8863 | 0.9229 | -0.0366 | 0.047 | 0.1667 | 0 |
Buy And Hold Return (%) | 978.0031 | 978.0031 | 978.0031 | 978.0031 | 978.0031 | 978.0031 |
Max Trade Drawdown | -344866 | -218081 | -172240 | -14570267 | -6680501 | -8668377 |
Profit Factor | 2.9084 | 4.7169 | 0.8305 | 1.0071 | 1.2718 | 0.7548 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 44.7917 | 42.7083 | 46.875 | 44.7917 | 42.7083 | 46.875 |
Ratio Avg Win / Avg Loss | 3.5848 | 6.3275 | 0.9412 | 1.2413 | 1.706 | 0.8555 |
Largest Winning Trade | 1519463 | 1519463 | 38511 | 6156257 | 6156257 | 3626357 |
Largest Losing Trade | -42960 | -37489 | -42960 | -3389846 | -1860434 | -3389846 |
Avg Bars in Trades | 126 | 204 | 47 | 126 | 204 | 47 |
Avg Bars in Winners | 188 | 351 | 39 | 188 | 351 | 39 |
Avg Bars in Losers | 75 | 95 | 54 | 75 | 95 | 54 |
Bars Traded | 24230 | 19643 | 4587 | 24230 | 19643 | 4587 |
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 | 364949 | 381959 | -582291 | -509725 | 96869 | -582291 |
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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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