Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103337.1504 | 955835.9409 | 147501.2095 | 18618613.059 | 18807822.1857 | -189209.1267 |
Total P&L (%) | 1103.3372 | 955.8359 | 147.5012 | 18618.6131 | 18807.8222 | -189.2091 |
Avg Daily Profit (%) | 0.6082 | 0.5269 | 0.0813 | 0.2888 | 0.2894 | 0 |
Buy And Hold Return (%) | 634.3722 | 634.3722 | 634.3722 | 634.3722 | 634.3722 | 634.3722 |
Max Trade Drawdown | -109713 | -53972 | -93270 | -15989579 | -9014233 | -13575062 |
Profit Factor | 2.4935 | 3.9974 | 1.3513 | 1.2999 | 1.6861 | 0.9945 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 49.4318 | 46.5909 | 52.2727 | 49.4318 | 46.5909 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.5508 | 4.5824 | 1.2338 | 1.3298 | 1.9328 | 0.9081 |
Largest Winning Trade | 290077 | 290077 | 76513 | 10263206 | 10263206 | 5261616 |
Largest Losing Trade | -54259 | -24861 | -54259 | -5735237 | -3865794 | -5735237 |
Avg Bars in Trades | 122 | 110 | 133 | 122 | 110 | 133 |
Avg Bars in Winners | 158 | 137 | 176 | 158 | 137 | 176 |
Avg Bars in Losers | 86 | 87 | 85 | 86 | 87 | 85 |
Bars Traded | 21476 | 9747 | 11729 | 21476 | 9747 | 11729 |
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 | 300713 | 218510 | -249793 | 344919 | 372660 | -580802 |
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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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