Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1674307.4747 | 1517308.4367 | 156999.038 | 5681556.6597 | -477098.3794 | 6158655.039 |
Total P&L (%) | 1674.3075 | 1517.3084 | 156.999 | 5681.5567 | -477.0984 | 6158.655 |
Avg Daily Profit (%) | 0.931 | 0.8437 | 0.0873 | 0.2259 | 0 | 0.2303 |
Buy And Hold Return (%) | 171.2376 | 171.2376 | 171.2376 | 171.2376 | 171.2376 | 171.2376 |
Max Trade Drawdown | -90110 | -118970 | -45166 | -15072258 | -15653551 | -7153531 |
Profit Factor | 3.9595 | 5.7829 | 1.6318 | 1.0991 | 0.985 | 1.2415 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 45.2381 | 36.5079 | 53.9683 | 45.2381 | 36.5079 | 53.9683 |
Ratio Avg Win / Avg Loss | 4.7931 | 10.0572 | 1.3918 | 1.3305 | 1.7131 | 1.0589 |
Largest Winning Trade | 1066111 | 1066111 | 65669 | 7320975 | 7320975 | 6482944 |
Largest Losing Trade | -36942 | -30470 | -36942 | -7153531 | -3720485 | -7153531 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Losers | 24 | 18 | 31 | 24 | 18 | 31 |
Bars Traded | 5012 | 2011 | 3001 | 5012 | 2011 | 3001 |
Profit Streak | 0 | 0 | 24.4969 | 0 | 0 | 24.4969 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 676581 | -130632 | -385823 | -104781 | -730205 | -137598 |
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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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