Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006466.1305 | 876661.1302 | 129805.0003 | 9954658.615 | 10488357.6041 | -533698.9891 |
Total P&L (%) | 1006.4661 | 876.6611 | 129.805 | 9954.6586 | 10488.3576 | -533.699 |
Avg Daily Profit (%) | 0.5551 | 0.4835 | 0.0716 | 0.2546 | 0.2575 | 0 |
Buy And Hold Return (%) | 502.4805 | 502.4805 | 502.4805 | 502.4805 | 502.4805 | 502.4805 |
Max Trade Drawdown | -86952 | -42919 | -110034 | -13745918 | -4643834 | -13386073 |
Profit Factor | 2.2037 | 3.5357 | 1.2647 | 1.1747 | 1.4675 | 0.9846 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 49.1018 | 48.1928 | 50 | 49.1018 | 48.1928 | 50 |
Ratio Avg Win / Avg Loss | 2.2843 | 3.8009 | 1.2647 | 1.2176 | 1.5776 | 0.9846 |
Largest Winning Trade | 299975 | 299975 | 59434 | 4846470 | 4047523 | 4846470 |
Largest Losing Trade | -42974 | -22792 | -42974 | -8052093 | -2590666 | -8052093 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3555 | 1770 | 1785 | 3555 | 1770 | 1785 |
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 | 331229 | 282032 | -263304 | -19087 | 359665 | -580829 |
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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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