Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762599.4645 | 701245.9495 | 61353.5149 | 1077968.8359 | 2623255.4832 | -1545286.6473 |
Total P&L (%) | 762.5995 | 701.246 | 61.3535 | 1077.9688 | 2623.2555 | -1545.2866 |
Avg Daily Profit (%) | 0.366 | 0.3366 | 0.0295 | 0.1185 | 0.1587 | 0 |
Buy And Hold Return (%) | 101.2788 | 101.2788 | 101.2788 | 101.2788 | 101.2788 | 101.2788 |
Max Trade Drawdown | -147375 | -104617 | -70924 | -8361754 | -6250859 | -6859393 |
Profit Factor | 1.947 | 2.9254 | 1.1391 | 1.0317 | 1.1658 | 0.9149 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 38.1443 | 34.6939 | 41.6667 | 38.1443 | 34.6939 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.1574 | 5.5067 | 1.5948 | 1.6731 | 2.1944 | 1.2809 |
Largest Winning Trade | 189371 | 189371 | 62745 | 4150775 | 4150775 | 3677996 |
Largest Losing Trade | -33350 | -26468 | -33350 | -2968576 | -2092816 | -2968576 |
Avg Bars in Trades | 253 | 188 | 318 | 253 | 188 | 318 |
Avg Bars in Winners | 509 | 405 | 598 | 509 | 405 | 598 |
Avg Bars in Losers | 94 | 73 | 118 | 94 | 73 | 118 |
Bars Traded | 24547 | 9256 | 15291 | 24547 | 9256 | 15291 |
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 | 316904 | 319843 | -388862 | -223328 | -35239 | -582263 |
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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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