Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2768704.1358 | 2850333.1438 | -81629.008 | 47721.7857 | 3951611.545 | -3903889.7594 |
Total P&L (%) | 2768.7041 | 2850.3331 | -81.629 | 47.7218 | 3951.6115 | -3903.8898 |
Avg Daily Profit (%) | 1.2427 | 1.2793 | -0.0366 | 0.0175 | 0.1663 | 0 |
Buy And Hold Return (%) | 288.2437 | 288.2437 | 288.2437 | 288.2437 | 288.2437 | 288.2437 |
Max Trade Drawdown | -300804 | -196982 | -106642 | -17607502 | -13405975 | -4203999 |
Profit Factor | 3.7803 | 4.5631 | 0.5833 | 1.0017 | 1.1758 | 0.333 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 32.5153 | 30.8642 | 34.1463 | 32.5153 | 30.8642 | 34.1463 |
Ratio Avg Win / Avg Loss | 7.8459 | 10.2214 | 1.1249 | 2.079 | 2.6339 | 0.6422 |
Largest Winning Trade | 2720813 | 2720813 | 19826 | 16863299 | 16863299 | 357441 |
Largest Losing Trade | -39534 | -39534 | -20300 | -2937906 | -2937906 | -1884514 |
Avg Bars in Trades | 27 | 53 | 1 | 27 | 53 | 1 |
Avg Bars in Winners | 51 | 107 | 1 | 51 | 107 | 1 |
Avg Bars in Losers | 15 | 29 | 1 | 15 | 29 | 1 |
Bars Traded | 4417 | 4316 | 101 | 4417 | 4316 | 101 |
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 | 532184 | 59645 | -589456 | -558463 | -37641 | -591123 |
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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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