Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1685017.0828 | 1563063.0163 | 121954.0665 | 16877342.2261 | 22920864.4719 | -6043522.2458 |
Total P&L (%) | 1685.0171 | 1563.063 | 121.9541 | 16877.3422 | 22920.8645 | -6043.5222 |
Avg Daily Profit (%) | 0.9257 | 0.8587 | 0.067 | 0.2825 | 0.2993 | 0 |
Buy And Hold Return (%) | 638.0065 | 638.0065 | 638.0065 | 638.0065 | 638.0065 | 638.0065 |
Max Trade Drawdown | -84370 | -70578 | -55622 | -33237649 | -21107085 | -24751937 |
Profit Factor | 3.5809 | 6.6613 | 1.3237 | 1.169 | 1.4995 | 0.888 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 36.5672 | 34.3284 | 38.806 | 36.5672 | 34.3284 | 38.806 |
Ratio Avg Win / Avg Loss | 6.2117 | 12.7433 | 2.0873 | 2.0279 | 2.8687 | 1.4003 |
Largest Winning Trade | 985340 | 985340 | 77586 | 21051009 | 21051009 | 9930116 |
Largest Losing Trade | -35858 | -19656 | -35858 | -9725202 | -7958883 | -9725202 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 104 | 94 | 112 | 104 | 94 | 112 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 7154 | 3252 | 3902 | 7154 | 3252 | 3902 |
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 | 422288 | -105196 | -389223 | -29603 | -111752 | -700422 |
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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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