Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642062.1323 | 1540988.3917 | 101073.7406 | 10769116.9943 | 17501085.9649 | -6731968.9706 |
Total P&L (%) | 1642.0621 | 1540.9884 | 101.0737 | 10769.117 | 17501.086 | -6731.969 |
Avg Daily Profit (%) | 0.9061 | 0.8503 | 0.0558 | 0.259 | 0.2857 | 0 |
Buy And Hold Return (%) | 599.8893 | 599.8893 | 599.8893 | 599.8893 | 599.8893 | 599.8893 |
Max Trade Drawdown | -93457 | -67488 | -93247 | -19442191 | -12989066 | -10992416 |
Profit Factor | 3.3049 | 5.5619 | 1.2698 | 1.1417 | 1.4705 | 0.8266 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 42.1769 | 36.9863 | 47.2973 | 42.1769 | 36.9863 | 47.2973 |
Ratio Avg Win / Avg Loss | 4.5309 | 9.4758 | 1.4149 | 1.5652 | 2.5053 | 0.9211 |
Largest Winning Trade | 1052697 | 1052697 | 77781 | 11430865 | 11430865 | 6649938 |
Largest Losing Trade | -39199 | -25149 | -39199 | -4988479 | -4303559 | -4988479 |
Avg Bars in Trades | 145 | 135 | 156 | 145 | 135 | 156 |
Avg Bars in Winners | 251 | 244 | 256 | 251 | 244 | 256 |
Avg Bars in Losers | 68 | 71 | 65 | 68 | 71 | 65 |
Bars Traded | 21447 | 9888 | 11558 | 21447 | 9888 | 11558 |
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 | 488822 | -59096 | -349833 | -57711 | -66011 | -646287 |
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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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