Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090407.1173 | 963281.3315 | 127125.7858 | 11525136.0391 | 12422500.9575 | -897364.9184 |
Total P&L (%) | 1090.4071 | 963.2813 | 127.1258 | 11525.136 | 12422.501 | -897.3649 |
Avg Daily Profit (%) | 0.4968 | 0.4389 | 0.0579 | 0.2169 | 0.2203 | 0 |
Buy And Hold Return (%) | 567.1459 | 567.1459 | 567.1459 | 567.1459 | 567.1459 | 567.1459 |
Max Trade Drawdown | -85004 | -95935 | -94496 | -9532346 | -6078817 | -4552632 |
Profit Factor | 2.5104 | 3.5522 | 1.369 | 1.5138 | 2.0095 | 0.9114 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 43.6364 | 41.8182 | 45.4545 | 43.6364 | 41.8182 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2425 | 4.9422 | 1.6428 | 1.9553 | 2.7958 | 1.0937 |
Largest Winning Trade | 421621 | 421621 | 62331 | 11898314 | 11898314 | 1199567 |
Largest Losing Trade | -52838 | -30322 | -52838 | -4552632 | -3996033 | -4552632 |
Avg Bars in Trades | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Winners | 62 | 54 | 69 | 62 | 54 | 69 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 8548 | 3870 | 4678 | 8548 | 3870 | 4678 |
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 | 238727 | 160924 | -281775 | 336966 | 309113 | -581140 |
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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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