Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259560.6104 | 1251304.2798 | 8256.3306 | 10196164.2773 | 16527922.5243 | -6331758.247 |
Total P&L (%) | 1259.5606 | 1251.3043 | 8.2563 | 10196.1643 | 16527.9225 | -6331.7582 |
Avg Daily Profit (%) | 0.6795 | 0.675 | 0.0045 | 0.2503 | 0.2762 | 0 |
Buy And Hold Return (%) | 5335.9301 | 5335.9301 | 5335.9301 | 5335.9301 | 5335.9301 | 5335.9301 |
Max Trade Drawdown | -63498 | -53984 | -102494 | -8012960 | -2769461 | -9839930 |
Profit Factor | 3.0867 | 6.4979 | 1.022 | 1.359 | 2.6211 | 0.6523 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Profitability (%) | 53.3333 | 56.6667 | 50 | 53.3333 | 56.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.7009 | 4.969 | 1.022 | 1.1891 | 2.0044 | 0.6523 |
Largest Winning Trade | 447764 | 447764 | 64196 | 9346518 | 9346518 | 2738534 |
Largest Losing Trade | -43823 | -43823 | -38944 | -5570574 | -1767509 | -5570574 |
Avg Bars in Trades | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 7187 | 3670 | 3517 | 7187 | 3670 | 3517 |
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 | -146369 | -144601 | -549333 | 100927 | 403713 | -581091 |
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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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