Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071867.7943 | 965849.2089 | 106018.5854 | 7139818.7068 | 9965716.8324 | -2825898.1256 |
Total P&L (%) | 1071.8678 | 965.8492 | 106.0186 | 7139.8187 | 9965.7168 | -2825.8981 |
Avg Daily Profit (%) | 0.5902 | 0.5319 | 0.0584 | 0.2361 | 0.2543 | 0 |
Buy And Hold Return (%) | 615.833 | 615.833 | 615.833 | 615.833 | 615.833 | 615.833 |
Max Trade Drawdown | -70882 | -80259 | -58688 | -10204899 | -6673553 | -8305184 |
Profit Factor | 2.1614 | 3.1672 | 1.2222 | 1.1146 | 1.3464 | 0.9158 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 49.7175 | 50 | 49.4382 | 49.7175 | 50 | 49.4382 |
Ratio Avg Win / Avg Loss | 2.186 | 3.1672 | 1.2499 | 1.1272 | 1.3464 | 0.9366 |
Largest Winning Trade | 301935 | 301935 | 52629 | 5097307 | 5097307 | 3156147 |
Largest Losing Trade | -44591 | -44591 | -28323 | -4112076 | -3447602 | -4112076 |
Avg Bars in Trades | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Winners | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Losers | 30 | 38 | 22 | 30 | 38 | 22 |
Bars Traded | 7084 | 3930 | 3154 | 7084 | 3930 | 3154 |
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 | 276594 | 246289 | -281670 | -85357 | 307803 | -581312 |
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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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