Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802475.6946 | 751467.6068 | 51008.0878 | 5231877.7506 | 14500663.4203 | -9268785.6697 |
Total P&L (%) | 802.4757 | 751.4676 | 51.0081 | 5231.8778 | 14500.6634 | -9268.7857 |
Avg Daily Profit (%) | 0.4448 | 0.4165 | 0.0283 | 0.2206 | 0.2766 | 0 |
Buy And Hold Return (%) | 835.6316 | 835.6316 | 835.6316 | 835.6316 | 835.6316 | 835.6316 |
Max Trade Drawdown | -165753 | -97975 | -245096 | -16116395 | -6882348 | -22737987 |
Profit Factor | 1.8134 | 2.7904 | 1.09 | 1.0761 | 1.5176 | 0.7722 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 123 | 66 | 57 | 123 | 66 | 57 |
Losing Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Profitability (%) | 50 | 53.6585 | 46.3415 | 50 | 53.6585 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.8134 | 2.4099 | 1.2621 | 1.0761 | 1.3106 | 0.8941 |
Largest Winning Trade | 220514 | 220514 | 76288 | 5691059 | 4522039 | 5691059 |
Largest Losing Trade | -29940 | -29940 | -29714 | -3417786 | -3193228 | -3417786 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Losers | 23 | 18 | 28 | 23 | 18 | 28 |
Bars Traded | 7032 | 3107 | 3925 | 7032 | 3107 | 3925 |
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 | -150642 | -150039 | -444075 | -127478 | 382692 | -582428 |
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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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