Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2153492.728 | 2221222.2499 | -67729.5219 | 3049.0926 | -615969.4872 | 619018.5798 |
Total P&L (%) | 2153.4927 | 2221.2223 | -67.7295 | 3.0491 | -615.9695 | 619.0186 |
Avg Daily Profit (%) | 1.2046 | 1.2425 | -0.0379 | 0.0017 | 0 | 0.1104 |
Buy And Hold Return (%) | 519.7872 | 519.7872 | 519.7872 | 519.7872 | 519.7872 | 519.7872 |
Max Trade Drawdown | -473450 | -357974 | -155467 | -50130491 | -45603417 | -10492193 |
Profit Factor | 2.919 | 4.3654 | 0.8535 | 1 | 0.9878 | 1.0222 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 79 | 30 | 49 | 79 | 30 | 49 |
Losing Trades | 132 | 75 | 57 | 132 | 75 | 57 |
Profitability (%) | 37.4408 | 28.5714 | 46.2264 | 37.4408 | 28.5714 | 46.2264 |
Ratio Avg Win / Avg Loss | 4.8773 | 10.9136 | 0.9928 | 1.671 | 2.4694 | 1.1891 |
Largest Winning Trade | 1477780 | 1477780 | 34854 | 22147341 | 22147341 | 5858343 |
Largest Losing Trade | -32759 | -32714 | -32759 | -7211491 | -7211491 | -5823637 |
Avg Bars in Trades | 24 | 37 | 11 | 24 | 37 | 11 |
Avg Bars in Winners | 30 | 61 | 10 | 30 | 61 | 10 |
Avg Bars in Losers | 21 | 27 | 12 | 21 | 27 | 12 |
Bars Traded | 5186 | 3934 | 1252 | 5186 | 3934 | 1252 |
Profit Streak | 1.5003 | 0 | 49.8336 | 1.5003 | 0 | 49.8336 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395291 | 163866 | -581675 | -581732 | -592348 | -348558 |
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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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