Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182792.2173 | 994057.9478 | 188734.2695 | 36409933.1587 | 28009545.987 | 8400387.1717 |
Total P&L (%) | 1182.7922 | 994.0579 | 188.7343 | 36409.9332 | 28009.546 | 8400.3872 |
Avg Daily Profit (%) | 0.6513 | 0.5474 | 0.1039 | 0.3254 | 0.311 | 0.245 |
Buy And Hold Return (%) | 606.9179 | 606.9179 | 606.9179 | 606.9179 | 606.9179 | 606.9179 |
Max Trade Drawdown | -117795 | -83386 | -55834 | -64535245 | -52826069 | -30167023 |
Profit Factor | 2.5368 | 3.5342 | 1.5001 | 1.1497 | 1.2181 | 1.0732 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 45.977 | 41.3793 | 50.5747 | 45.977 | 41.3793 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.9808 | 5.0067 | 1.466 | 1.3509 | 1.7256 | 1.0488 |
Largest Winning Trade | 290518 | 290518 | 58006 | 39999557 | 39999557 | 17068090 |
Largest Losing Trade | -27880 | -21445 | -27880 | -16986095 | -16986095 | -14172910 |
Avg Bars in Trades | 123 | 121 | 124 | 123 | 121 | 124 |
Avg Bars in Winners | 193 | 206 | 183 | 193 | 206 | 183 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 21463 | 10590 | 10873 | 21463 | 10590 | 10873 |
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 | 318548 | 171002 | -218946 | -47363 | 216246 | -131813 |
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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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