Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556204.1331 | 1462815.255 | 93388.8781 | 8738713.9527 | 12877156.0932 | -4138442.1405 |
Total P&L (%) | 1556.2041 | 1462.8153 | 93.3889 | 8738.714 | 12877.1561 | -4138.4421 |
Avg Daily Profit (%) | 0.8512 | 0.8001 | 0.0511 | 0.2454 | 0.2665 | 0 |
Buy And Hold Return (%) | 661.5051 | 661.5051 | 661.5051 | 661.5051 | 661.5051 | 661.5051 |
Max Trade Drawdown | -124036 | -79907 | -72163 | -30363558 | -17816749 | -17326910 |
Profit Factor | 3.2907 | 5.92 | 1.2445 | 1.1226 | 1.4099 | 0.8961 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 40.4959 | 40 | 40.9836 | 40.4959 | 40 | 40.9836 |
Ratio Avg Win / Avg Loss | 4.8354 | 8.8799 | 1.792 | 1.6496 | 2.1148 | 1.2904 |
Largest Winning Trade | 890519 | 890519 | 77153 | 14755558 | 14755558 | 9286856 |
Largest Losing Trade | -47365 | -20692 | -47365 | -8219160 | -4106085 | -8219160 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 81 | 72 | 89 | 81 | 72 | 89 |
Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
Bars Traded | 5340 | 2498 | 2842 | 5340 | 2498 | 2842 |
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 | 417159 | -157191 | -455087 | -79464 | -162874 | -744575 |
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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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