Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888938.4178 | 1863109.3044 | 25829.1134 | 1287915.5181 | 3367455.052 | -2079539.5339 |
Total P&L (%) | 1888.9384 | 1863.1093 | 25.8291 | 1287.9155 | 3367.4551 | -2079.5395 |
Avg Daily Profit (%) | 0.8377 | 0.8263 | 0.0115 | 0.1167 | 0.1574 | 0 |
Buy And Hold Return (%) | 172.0388 | 172.0388 | 172.0388 | 172.0388 | 172.0388 | 172.0388 |
Max Trade Drawdown | -112422 | -99176 | -93856 | -5059140 | -3179171 | -3741845 |
Profit Factor | 3.4572 | 5.7608 | 1.0684 | 1.0605 | 1.3174 | 0.8052 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 30.7692 | 28.8136 | 32.7586 | 30.7692 | 28.8136 | 32.7586 |
Ratio Avg Win / Avg Loss | 7.7787 | 14.2326 | 2.1931 | 2.3862 | 3.2548 | 1.6527 |
Largest Winning Trade | 1584404 | 1584404 | 49040 | 5800973 | 5800973 | 2121362 |
Largest Losing Trade | -27882 | -26626 | -27882 | -1729016 | -1174760 | -1729016 |
Avg Bars in Trades | 111 | 105 | 117 | 111 | 105 | 117 |
Avg Bars in Winners | 237 | 237 | 237 | 237 | 237 | 237 |
Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
Bars Traded | 13003 | 6205 | 6798 | 13003 | 6205 | 6798 |
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 | 455150 | -168423 | -674479 | -196771 | -180990 | -765038 |
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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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