Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063441.5462 | 905721.6242 | 157719.922 | 21033161.684 | 21452105.7087 | -418944.0247 |
Total P&L (%) | 1063.4415 | 905.7216 | 157.7199 | 21033.1617 | 21452.1057 | -418.944 |
Avg Daily Profit (%) | 0.5866 | 0.4996 | 0.087 | 0.2957 | 0.2968 | 0 |
Buy And Hold Return (%) | 661.6875 | 661.6875 | 661.6875 | 661.6875 | 661.6875 | 661.6875 |
Max Trade Drawdown | -84320 | -63881 | -58361 | -19226425 | -8340059 | -15361488 |
Profit Factor | 2.1918 | 3.0948 | 1.3429 | 1.2444 | 1.5961 | 0.9916 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 57.3529 | 58.8235 | 55.8824 | 57.3529 | 58.8235 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6298 | 2.1664 | 1.0602 | 0.9254 | 1.1173 | 0.7829 |
Largest Winning Trade | 325209 | 325209 | 72369 | 8227571 | 8227571 | 7511610 |
Largest Losing Trade | -41327 | -41327 | -33456 | -5832528 | -5068175 | -5832528 |
Avg Bars in Trades | 105 | 97 | 112 | 105 | 97 | 112 |
Avg Bars in Winners | 116 | 99 | 134 | 116 | 99 | 134 |
Avg Bars in Losers | 90 | 96 | 84 | 90 | 96 | 84 |
Bars Traded | 21481 | 9982 | 11499 | 21481 | 9982 | 11499 |
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 | 288922 | -33665 | -241760 | 322369 | 418326 | -580297 |
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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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