Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2040769.7203 | 2016433.5843 | 24336.136 | 2230265.9844 | 3070515.4217 | -840249.4373 |
Total P&L (%) | 2040.7697 | 2016.4336 | 24.3361 | 2230.266 | 3070.5154 | -840.2494 |
Avg Daily Profit (%) | 0.9217 | 0.9107 | 0.011 | 0.1423 | 0.1562 | 0 |
Buy And Hold Return (%) | 489.9863 | 489.9863 | 489.9863 | 489.9863 | 489.9863 | 489.9863 |
Max Trade Drawdown | -114582 | -69339 | -133757 | -3255209 | -1692163 | -2339174 |
Profit Factor | 3.7597 | 7.9107 | 1.0544 | 1.1764 | 1.6004 | 0.8884 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 46 | 30 | 16 | 46 | 30 | 16 |
Losing Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Profitability (%) | 24.8649 | 32.2581 | 17.3913 | 24.8649 | 32.2581 | 17.3913 |
Ratio Avg Win / Avg Loss | 11.3608 | 16.6124 | 5.0082 | 3.5547 | 3.3608 | 4.22 |
Largest Winning Trade | 1838862 | 1838862 | 57011 | 2677737 | 2677737 | 1186065 |
Largest Losing Trade | -19292 | -17072 | -19292 | -574486 | -396282 | -574486 |
Avg Bars in Trades | 70 | 41 | 98 | 70 | 41 | 98 |
Avg Bars in Winners | 220 | 105 | 436 | 220 | 105 | 436 |
Avg Bars in Losers | 20 | 11 | 27 | 20 | 11 | 27 |
Bars Traded | 12987 | 3892 | 9095 | 12987 | 3892 | 9095 |
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 | -11360 | 448743 | -567209 | -59226 | 107935 | -641658 |
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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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