Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180269.9277 | 994219.5395 | 186050.3882 | 32032703.0158 | 34728106.6806 | -2695403.6647 |
Total P&L (%) | 1180.2699 | 994.2195 | 186.0504 | 32032.703 | 34728.1067 | -2695.4037 |
Avg Daily Profit (%) | 0.6486 | 0.5464 | 0.1022 | 0.3177 | 0.3222 | 0 |
Buy And Hold Return (%) | 634.6115 | 634.6115 | 634.6115 | 634.6115 | 634.6115 | 634.6115 |
Max Trade Drawdown | -102004 | -85838 | -56387 | -28453314 | -28048994 | -16797688 |
Profit Factor | 2.5042 | 3.6123 | 1.4605 | 1.172 | 1.3669 | 0.9706 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 47.7778 | 43.3333 | 52.2222 | 47.7778 | 43.3333 | 52.2222 |
Ratio Avg Win / Avg Loss | 2.7372 | 4.7238 | 1.3362 | 1.2811 | 1.7875 | 0.888 |
Largest Winning Trade | 306362 | 306362 | 57115 | 25609591 | 25609591 | 12680709 |
Largest Losing Trade | -41932 | -21283 | -41932 | -8456671 | -8456671 | -7702723 |
Avg Bars in Trades | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Winners | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 7158 | 3518 | 3640 | 7158 | 3518 | 3640 |
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 | 320408 | 183285 | -221225 | -22167 | 280063 | -580803 |
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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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