Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191265.0287 | 1046460.789 | 144804.2397 | 14849671.1519 | 17743721.0855 | -2894049.9337 |
Total P&L (%) | 1191.265 | 1046.4608 | 144.8042 | 14849.6712 | 17743.7211 | -2894.0499 |
Avg Daily Profit (%) | 0.6573 | 0.5774 | 0.0799 | 0.2767 | 0.2865 | 0 |
Buy And Hold Return (%) | 522.4678 | 522.4678 | 522.4678 | 522.4678 | 522.4678 | 522.4678 |
Max Trade Drawdown | -151910 | -121160 | -71310 | -39576124 | -25734837 | -18134780 |
Profit Factor | 2.377 | 3.2429 | 1.3633 | 1.1082 | 1.2453 | 0.9554 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 44.3243 | 44.5652 | 44.086 | 44.3243 | 44.5652 | 44.086 |
Ratio Avg Win / Avg Loss | 2.9857 | 4.0338 | 1.7291 | 1.392 | 1.549 | 1.2117 |
Largest Winning Trade | 345005 | 345005 | 51277 | 12121625 | 12121625 | 5877013 |
Largest Losing Trade | -52452 | -52452 | -24988 | -9157298 | -9157298 | -8648717 |
Avg Bars in Trades | 114 | 126 | 103 | 114 | 126 | 103 |
Avg Bars in Winners | 155 | 165 | 145 | 155 | 165 | 145 |
Avg Bars in Losers | 82 | 94 | 70 | 82 | 94 | 70 |
Bars Traded | 21254 | 11623 | 9631 | 21254 | 11623 | 9631 |
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 | 367703 | 294150 | -253075 | -94039 | 259759 | -581717 |
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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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