Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200413.2226 | 1050255.874 | 150157.3485 | 9142024.0374 | -2913648.6399 | 12055672.6773 |
Total P&L (%) | 1200.4132 | 1050.2559 | 150.1573 | 9142.024 | -2913.6486 | 12055.6727 |
Avg Daily Profit (%) | 0.5763 | 0.5042 | 0.0721 | 0.2175 | 0 | 0.2307 |
Buy And Hold Return (%) | 172.1479 | 172.1479 | 172.1479 | 172.1479 | 172.1479 | 172.1479 |
Max Trade Drawdown | -97846 | -107007 | -51258 | -16991337 | -13991896 | -4298458 |
Profit Factor | 2.9572 | 3.5146 | 1.7675 | 1.1716 | 0.9274 | 1.9184 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 44.4444 | 37.931 | 50.8475 | 44.4444 | 37.931 | 50.8475 |
Ratio Avg Win / Avg Loss | 3.6966 | 5.7512 | 1.7085 | 1.4645 | 1.5176 | 1.8544 |
Largest Winning Trade | 426806 | 426806 | 48184 | 11060543 | 11060543 | 4145996 |
Largest Losing Trade | -37327 | -28057 | -37327 | -3926278 | -3926278 | -1581831 |
Avg Bars in Trades | 210 | 309 | 112 | 210 | 309 | 112 |
Avg Bars in Winners | 282 | 486 | 133 | 282 | 486 | 133 |
Avg Bars in Losers | 151 | 201 | 90 | 151 | 201 | 90 |
Bars Traded | 24575 | 17940 | 6635 | 24575 | 17940 | 6635 |
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 | 541219 | -168282 | -435683 | -25463 | -763026 | -164627 |
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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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