Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649010.2377 | 1555046.1539 | 93964.0839 | 8636025.5128 | 10357488.8177 | -1721463.305 |
Total P&L (%) | 1649.0102 | 1555.0462 | 93.9641 | 8636.0255 | 10357.4888 | -1721.4633 |
Avg Daily Profit (%) | 0.9085 | 0.8568 | 0.0518 | 0.2466 | 0.2565 | 0 |
Buy And Hold Return (%) | 691.7897 | 691.7897 | 691.7897 | 691.7897 | 691.7897 | 691.7897 |
Max Trade Drawdown | -129650 | -76540 | -78887 | -28514423 | -18983272 | -15890891 |
Profit Factor | 3.8315 | 6.4495 | 1.3163 | 1.1111 | 1.2654 | 0.9556 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 39.0909 | 36.3636 | 41.8182 | 39.0909 | 36.3636 | 41.8182 |
Ratio Avg Win / Avg Loss | 5.97 | 11.2866 | 1.8314 | 1.7312 | 2.2144 | 1.3295 |
Largest Winning Trade | 863507 | 863507 | 75218 | 18865027 | 18865027 | 10404671 |
Largest Losing Trade | -22100 | -19555 | -22100 | -4961259 | -4375110 | -4961259 |
Avg Bars in Trades | 47 | 43 | 51 | 47 | 43 | 51 |
Avg Bars in Winners | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Losers | 22 | 21 | 22 | 22 | 21 | 22 |
Bars Traded | 5256 | 2398 | 2858 | 5256 | 2398 | 2858 |
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 | 429019 | -169129 | -471498 | -92765 | -176131 | -762348 |
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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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