Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2026464.6994 | 1923832.2626 | 102632.4367 | 6354193.2771 | 6786784.8076 | -432591.5305 |
Total P&L (%) | 2026.4647 | 1923.8323 | 102.6324 | 6354.1933 | 6786.7848 | -432.5915 |
Avg Daily Profit (%) | 0.8987 | 0.8532 | 0.0455 | 0.185 | 0.1879 | 0 |
Buy And Hold Return (%) | 208.5903 | 208.5903 | 208.5903 | 208.5903 | 208.5903 | 208.5903 |
Max Trade Drawdown | -137963 | -86418 | -81096 | -22041228 | -16379952 | -11232826 |
Profit Factor | 4.0583 | 7.0241 | 1.299 | 1.0802 | 1.167 | 0.9888 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 46.5347 | 43.1373 | 50 | 46.5347 | 43.1373 | 50 |
Ratio Avg Win / Avg Loss | 4.6627 | 9.259 | 1.299 | 1.2411 | 1.5383 | 0.9888 |
Largest Winning Trade | 1457963 | 1457963 | 51346 | 12026400 | 12026400 | 5974490 |
Largest Losing Trade | -34071 | -34071 | -33776 | -9447604 | -9447604 | -5709938 |
Avg Bars in Trades | 128 | 121 | 135 | 128 | 121 | 135 |
Avg Bars in Winners | 202 | 204 | 200 | 202 | 204 | 200 |
Avg Bars in Losers | 64 | 59 | 71 | 64 | 59 | 71 |
Bars Traded | 13004 | 6210 | 6794 | 13004 | 6210 | 6794 |
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 | 693980 | -160983 | -477872 | -125487 | -210540 | -760833 |
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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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