Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508713.4095 | 1491074.1664 | 17639.2431 | 969742.6978 | 1624934.7504 | -655192.0526 |
Total P&L (%) | 1508.7134 | 1491.0742 | 17.6392 | 969.7427 | 1624.9348 | -655.1921 |
Avg Daily Profit (%) | 0.8316 | 0.8219 | 0.0097 | 0.1307 | 0.1571 | 0 |
Buy And Hold Return (%) | 620.6939 | 620.6939 | 620.6939 | 620.6939 | 620.6939 | 620.6939 |
Max Trade Drawdown | -161567 | -106493 | -85991 | -7801437 | -5166166 | -3923375 |
Profit Factor | 2.6131 | 3.4662 | 1.0533 | 1.0341 | 1.0857 | 0.931 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 75 | 31 | 44 | 75 | 31 | 44 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 40.9836 | 34.0659 | 47.8261 | 40.9836 | 34.0659 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.7629 | 6.7088 | 1.1491 | 1.4891 | 2.1013 | 1.0157 |
Largest Winning Trade | 1113127 | 1113127 | 57622 | 4041313 | 4041313 | 1751114 |
Largest Losing Trade | -36029 | -36029 | -20816 | -2119953 | -2119953 | -791958 |
Avg Bars in Trades | 116 | 157 | 76 | 116 | 157 | 76 |
Avg Bars in Winners | 173 | 280 | 97 | 173 | 280 | 97 |
Avg Bars in Losers | 77 | 93 | 56 | 77 | 93 | 56 |
Bars Traded | 21325 | 14297 | 7028 | 21325 | 14297 | 7028 |
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 | 418001 | 327598 | -508622 | -213499 | -127442 | -580265 |
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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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