Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616091.9831 | 1537782.9658 | 78309.0173 | 4065395.3161 | 4339623.8259 | -274228.5098 |
Total P&L (%) | 1616.092 | 1537.783 | 78.309 | 4065.3953 | 4339.6238 | -274.2285 |
Avg Daily Profit (%) | 0.6467 | 0.6153 | 0.0313 | 0.1493 | 0.1519 | 0 |
Buy And Hold Return (%) | 415.8178 | 415.8178 | 415.8178 | 415.8178 | 415.8178 | 415.8178 |
Max Trade Drawdown | -127447 | -88823 | -99317 | -12143426 | -6718663 | -10119165 |
Profit Factor | 3.2311 | 4.8602 | 1.2402 | 1.1144 | 1.2112 | 0.9817 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
Profitability (%) | 33.5366 | 30.4878 | 36.5854 | 33.5366 | 30.4878 | 36.5854 |
Ratio Avg Win / Avg Loss | 6.4034 | 11.0813 | 2.1497 | 2.2085 | 2.7616 | 1.7016 |
Largest Winning Trade | 1019885 | 1019885 | 59465 | 5925274 | 5925274 | 2369133 |
Largest Losing Trade | -48069 | -30800 | -48069 | -3034990 | -2435780 | -3034990 |
Avg Bars in Trades | 90 | 105 | 74 | 90 | 105 | 74 |
Avg Bars in Winners | 198 | 251 | 155 | 198 | 251 | 155 |
Avg Bars in Losers | 35 | 42 | 27 | 35 | 42 | 27 |
Bars Traded | 14761 | 8671 | 6090 | 14761 | 8671 | 6090 |
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 | 365936 | 170756 | -325650 | -92423 | -3767 | -587675 |
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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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