Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028301.5605 | 855869.7714 | 172431.789 | 30015976.8232 | 28960970.901 | 1055005.9221 |
Total P&L (%) | 1028.3016 | 855.8698 | 172.4318 | 30015.9768 | 28960.9709 | 1055.0059 |
Avg Daily Profit (%) | 0.4114 | 0.3424 | 0.069 | 0.2286 | 0.2272 | 0.0979 |
Buy And Hold Return (%) | 728.6345 | 728.6345 | 728.6345 | 728.6345 | 728.6345 | 728.6345 |
Max Trade Drawdown | -92612 | -42129 | -108768 | -10582233 | -7505142 | -6225673 |
Profit Factor | 2.5634 | 3.4803 | 1.5515 | 1.8815 | 2.4426 | 1.0755 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 52.9412 | 48.3871 | 57.4468 | 52.9412 | 48.3871 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.2786 | 3.7123 | 1.1493 | 1.6724 | 2.6054 | 0.7967 |
Largest Winning Trade | 347756 | 347756 | 54078 | 18586390 | 18586390 | 4720467 |
Largest Losing Trade | -50777 | -20632 | -50777 | -5099940 | -5099940 | -3342844 |
Avg Bars in Trades | 78 | 85 | 71 | 78 | 85 | 71 |
Avg Bars in Winners | 95 | 103 | 88 | 95 | 103 | 88 |
Avg Bars in Losers | 59 | 67 | 48 | 59 | 67 | 48 |
Bars Traded | 14639 | 7921 | 6719 | 14639 | 7921 | 6719 |
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 | -21733 | -96472 | -264313 | 475719 | 431689 | -226713 |
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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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