Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14820103.982 | 14917275.9427 | -97171.9607 | 1006820.3825 | 1536263.994 | -529443.6115 |
Total P&L (%) | 14820.104 | 14917.2759 | -97.172 | 1006.8204 | 1536.264 | -529.4436 |
Avg Daily Profit (%) | 6.5426 | 6.5855 | -0.0429 | 0.1062 | 0.1235 | 0 |
Buy And Hold Return (%) | 9241.1231 | 9241.1231 | 9241.1231 | 9241.1231 | 9241.1231 | 9241.1231 |
Max Trade Drawdown | -252015 | -191654 | -117060 | -11579448 | -8911496 | -4672043 |
Profit Factor | 14.4773 | 24.8475 | 0.795 | 1.033 | 1.0851 | 0.9575 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 158 | 72 | 86 | 158 | 72 | 86 |
Losing Trades | 207 | 110 | 97 | 207 | 110 | 97 |
Profitability (%) | 43.2877 | 39.5604 | 46.9945 | 43.2877 | 39.5604 | 46.9945 |
Ratio Avg Win / Avg Loss | 18.9671 | 37.9614 | 0.8967 | 1.3533 | 1.6578 | 1.08 |
Largest Winning Trade | 14892152 | 14892152 | 30229 | 5736810 | 5736810 | 1707158 |
Largest Losing Trade | -22881 | -22881 | -20900 | -1892568 | -1892568 | -1870028 |
Avg Bars in Trades | 36 | 46 | 26 | 36 | 46 | 26 |
Avg Bars in Winners | 52 | 77 | 31 | 52 | 77 | 31 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 13287 | 8501 | 4786 | 13287 | 8501 | 4786 |
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 | 512607 | 408566 | -581266 | -401522 | -322994 | -579599 |
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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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