Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060220.1712 | 941080.553 | 119139.6182 | 9476006.0665 | 12765359.3233 | -3289353.2568 |
Total P&L (%) | 1060.2202 | 941.0806 | 119.1396 | 9476.0061 | 12765.3593 | -3289.3533 |
Avg Daily Profit (%) | 0.5819 | 0.5165 | 0.0654 | 0.2507 | 0.2669 | 0 |
Buy And Hold Return (%) | 918.7684 | 918.7684 | 918.7684 | 918.7684 | 918.7684 | 918.7684 |
Max Trade Drawdown | -111228 | -86600 | -81665 | -10631071 | -5202294 | -10534406 |
Profit Factor | 2.05 | 2.8675 | 1.2355 | 1.1783 | 1.5295 | 0.8867 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 44.9275 | 44.2029 | 45.6522 | 44.9275 | 44.2029 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.5129 | 3.6196 | 1.4709 | 1.4444 | 1.9307 | 1.0556 |
Largest Winning Trade | 275251 | 275251 | 71918 | 6459952 | 6459952 | 3415015 |
Largest Losing Trade | -31244 | -27444 | -31244 | -5642162 | -2673349 | -5642162 |
Avg Bars in Trades | 77 | 73 | 82 | 77 | 73 | 82 |
Avg Bars in Winners | 121 | 108 | 133 | 121 | 108 | 133 |
Avg Bars in Losers | 42 | 45 | 38 | 42 | 45 | 38 |
Bars Traded | 21502 | 10152 | 11350 | 21502 | 10152 | 11350 |
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 | -103210 | -144448 | -273588 | -16455 | 315528 | -580990 |
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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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