Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117687.6927 | 986528.3885 | 131159.3042 | 11710913.553 | 35308977.9836 | -23598064.4307 |
Total P&L (%) | 1117.6877 | 986.5284 | 131.1593 | 11710.9136 | 35308.978 | -23598.0644 |
Avg Daily Profit (%) | 0.617 | 0.5446 | 0.0724 | 0.2638 | 0.3245 | 0 |
Buy And Hold Return (%) | 503.806 | 503.806 | 503.806 | 503.806 | 503.806 | 503.806 |
Max Trade Drawdown | -179094 | -106700 | -96153 | -77451665 | -41977463 | -48437283 |
Profit Factor | 2.3353 | 3.3706 | 1.3116 | 1.0581 | 1.3574 | 0.7706 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 44.7059 | 41.1765 | 48.2353 | 44.7059 | 41.1765 | 48.2353 |
Ratio Avg Win / Avg Loss | 2.8884 | 4.8151 | 1.4076 | 1.3087 | 1.9391 | 0.8269 |
Largest Winning Trade | 311220 | 311220 | 58397 | 43780472 | 43780472 | 12530586 |
Largest Losing Trade | -29649 | -28946 | -29649 | -14259910 | -14259910 | -10561102 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Losers | 41 | 42 | 39 | 41 | 42 | 39 |
Bars Traded | 10749 | 5396 | 5353 | 10749 | 5396 | 5353 |
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 | 340142 | 234077 | -262903 | -149230 | 248026 | -581791 |
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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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