Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137439.0626 | 985845.3913 | 151593.6713 | 15575517.4749 | 21625740.2195 | -6050222.7446 |
Total P&L (%) | 1137.4391 | 985.8454 | 151.5937 | 15575.5175 | 21625.7402 | -6050.2227 |
Avg Daily Profit (%) | 0.6273 | 0.5437 | 0.0836 | 0.2791 | 0.2972 | 0 |
Buy And Hold Return (%) | 562.886 | 562.886 | 562.886 | 562.886 | 562.886 | 562.886 |
Max Trade Drawdown | -96887 | -83007 | -57259 | -21921666 | -17955733 | -11588844 |
Profit Factor | 2.3616 | 3.5004 | 1.3437 | 1.1417 | 1.397 | 0.8909 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 46.2366 | 40.8602 | 51.6129 | 46.2366 | 40.8602 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7461 | 5.0663 | 1.2597 | 1.3275 | 2.0219 | 0.8352 |
Largest Winning Trade | 336356 | 336356 | 59914 | 16821085 | 16821085 | 4752132 |
Largest Losing Trade | -54919 | -24767 | -54919 | -6487172 | -6487172 | -4169340 |
Avg Bars in Trades | 115 | 114 | 116 | 115 | 114 | 116 |
Avg Bars in Winners | 175 | 189 | 164 | 175 | 189 | 164 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 21472 | 10636 | 10836 | 21472 | 10636 | 10836 |
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 | 322107 | 189502 | -246863 | -56444 | 244649 | -580874 |
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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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