Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2330813.8604 | 2203374.673 | 127439.1874 | 11329973.4168 | -859960.7983 | 12189934.2151 |
Total P&L (%) | 2330.8139 | 2203.3747 | 127.4392 | 11329.9734 | -859.9608 | 12189.9342 |
Avg Daily Profit (%) | 1.2992 | 1.2281 | 0.071 | 0.2645 | 0 | 0.2685 |
Buy And Hold Return (%) | 270.2371 | 270.2371 | 270.2371 | 270.2371 | 270.2371 | 270.2371 |
Max Trade Drawdown | -102817 | -87138 | -45134 | -22255668 | -15206902 | -9363632 |
Profit Factor | 6.0725 | 11.7654 | 1.5001 | 1.1811 | 0.9732 | 1.4001 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 28.8462 | 26.9231 | 30.7692 | 28.8462 | 26.9231 | 30.7692 |
Ratio Avg Win / Avg Loss | 14.9789 | 31.9347 | 3.3752 | 2.9134 | 2.6416 | 3.1503 |
Largest Winning Trade | 1300740 | 1300740 | 67825 | 12127452 | 8984788 | 12127452 |
Largest Losing Trade | -37055 | -21330 | -37055 | -3867637 | -3867637 | -3680002 |
Avg Bars in Trades | 197 | 164 | 230 | 197 | 164 | 230 |
Avg Bars in Winners | 544 | 431 | 643 | 544 | 431 | 643 |
Avg Bars in Losers | 57 | 66 | 47 | 57 | 66 | 47 |
Bars Traded | 20575 | 8564 | 12011 | 20575 | 8564 | 12011 |
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 | 343476 | -179606 | -449267 | -24214 | -779672 | -177381 |
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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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