Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2284395.2857 | 2355043.0704 | -70647.7846 | 58155.7661 | 756349.5946 | -698193.8285 |
Total P&L (%) | 2284.3953 | 2355.0431 | -70.6478 | 58.1558 | 756.3496 | -698.1938 |
Avg Daily Profit (%) | 1.0969 | 1.1309 | -0.0339 | 0.022 | 0.1032 | 0 |
Buy And Hold Return (%) | 477.6989 | 477.6989 | 477.6989 | 477.6989 | 477.6989 | 477.6989 |
Max Trade Drawdown | -149445 | -121058 | -61336 | -2322868 | -1900926 | -768029 |
Profit Factor | 4.4638 | 5.9817 | 0.6217 | 1.0099 | 1.175 | 0.5556 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 42.2764 | 37.7049 | 46.7742 | 42.2764 | 37.7049 | 46.7742 |
Ratio Avg Win / Avg Loss | 6.0948 | 9.8827 | 0.7075 | 1.3789 | 1.9413 | 0.6322 |
Largest Winning Trade | 2364035 | 2364035 | 15043 | 2287102 | 2287102 | 124262 |
Largest Losing Trade | -35531 | -35531 | -15230 | -571980 | -571980 | -368803 |
Avg Bars in Trades | 187 | 345 | 32 | 187 | 345 | 32 |
Avg Bars in Winners | 248 | 517 | 35 | 248 | 517 | 35 |
Avg Bars in Losers | 143 | 241 | 29 | 143 | 241 | 29 |
Bars Traded | 23082 | 21082 | 2000 | 23082 | 21082 | 2000 |
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 | 598361 | -146167 | -736212 | -541580 | -258152 | -736212 |
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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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