Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855265.7906 | 686235.5859 | 169030.2047 | 3364802.4523 | 15102279.5571 | -11737477.1048 |
Total P&L (%) | 855.2658 | 686.2356 | 169.0302 | 3364.8025 | 15102.2796 | -11737.4771 |
Avg Daily Profit (%) | 0.3697 | 0.2966 | 0.0731 | 0.1534 | 0.2174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147446 | -119734 | -157653 | -38653745 | -20721496 | -22718969 |
Profit Factor | 1.726 | 2.3372 | 1.2542 | 1.0269 | 1.2563 | 0.8227 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 51.5789 | 51.5789 | 51.5789 | 51.5789 | 51.5789 | 51.5789 |
Ratio Avg Win / Avg Loss | 1.6203 | 2.1941 | 1.1774 | 0.964 | 1.1794 | 0.7723 |
Largest Winning Trade | 96067 | 96067 | 68258 | 11102483 | 11102483 | 5165062 |
Largest Losing Trade | -62787 | -32181 | -62787 | -18384317 | -12255923 | -18384317 |
Avg Bars in Trades | 72 | 56 | 87 | 72 | 56 | 87 |
Avg Bars in Winners | 79 | 59 | 99 | 79 | 59 | 99 |
Avg Bars in Losers | 63 | 53 | 74 | 63 | 53 | 74 |
Bars Traded | 13692 | 5382 | 8310 | 13692 | 5382 | 8310 |
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 | 502531 | 475874 | -95674 | -183774 | 284660 | -580873 |
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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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