Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567567.3037 | 1485500.3758 | 82066.9279 | 5927454.0303 | 6083634.8201 | -156180.7898 |
Total P&L (%) | 1567.5673 | 1485.5004 | 82.0669 | 5927.454 | 6083.6348 | -156.1808 |
Avg Daily Profit (%) | 0.8596 | 0.8146 | 0.045 | 0.225 | 0.2264 | 0 |
Buy And Hold Return (%) | 748.7481 | 748.7481 | 748.7481 | 748.7481 | 748.7481 | 748.7481 |
Max Trade Drawdown | -85604 | -80209 | -54432 | -13788424 | -8858713 | -6684425 |
Profit Factor | 3.7155 | 6.048 | 1.29 | 1.131 | 1.2693 | 0.9931 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 36.4583 | 29.1667 | 43.75 | 36.4583 | 29.1667 | 43.75 |
Ratio Avg Win / Avg Loss | 6.4756 | 14.688 | 1.6586 | 1.9712 | 3.0826 | 1.2768 |
Largest Winning Trade | 811741 | 811741 | 75409 | 10657667 | 10657667 | 4378936 |
Largest Losing Trade | -27227 | -24105 | -27227 | -3242211 | -2672336 | -3242211 |
Avg Bars in Trades | 111 | 102 | 120 | 111 | 102 | 120 |
Avg Bars in Winners | 206 | 209 | 204 | 206 | 209 | 204 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 10703 | 4898 | 5805 | 10703 | 4898 | 5805 |
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 | 316631 | 120574 | -299790 | -72041 | -2091 | -581453 |
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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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