Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1587371.049 | 1381180.8776 | 206190.1713 | 12789821.6946 | -1264700.933 | 14054522.6276 |
Total P&L (%) | 1587.371 | 1381.1809 | 206.1902 | 12789.8217 | -1264.7009 | 14054.5226 |
Avg Daily Profit (%) | 0.8525 | 0.7418 | 0.1107 | 0.2613 | 0 | 0.2663 |
Buy And Hold Return (%) | 31.2658 | 31.2658 | 31.2658 | 31.2658 | 31.2658 | 31.2658 |
Max Trade Drawdown | -81943 | -53907 | -63010 | -17121521 | -10304842 | -7482008 |
Profit Factor | 4.28 | 6.2675 | 1.9299 | 1.3706 | 0.9371 | 1.975 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 32.1212 | 24.0964 | 40.2439 | 32.1212 | 24.0964 | 40.2439 |
Ratio Avg Win / Avg Loss | 9.0446 | 19.7428 | 2.8655 | 2.8963 | 2.9518 | 2.9326 |
Largest Winning Trade | 1162607 | 1162607 | 64272 | 6110946 | 6110946 | 4651732 |
Largest Losing Trade | -19704 | -17958 | -19704 | -2412861 | -2412861 | -2181486 |
Avg Bars in Trades | 21 | 18 | 25 | 21 | 18 | 25 |
Avg Bars in Winners | 55 | 59 | 53 | 55 | 59 | 53 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 3619 | 1527 | 2092 | 3619 | 1527 | 2092 |
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 | 528042 | -12655 | -49737 | 157579 | -611851 | 157765 |
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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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