Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021099.694 | 877782.0929 | 143317.601 | 16197989.3163 | 18000260.0052 | -1802270.6889 |
Total P&L (%) | 1021.0997 | 877.7821 | 143.3176 | 16197.9893 | 18000.26 | -1802.2707 |
Avg Daily Profit (%) | 0.4085 | 0.3512 | 0.0573 | 0.204 | 0.2082 | 0 |
Buy And Hold Return (%) | 721.7451 | 721.7451 | 721.7451 | 721.7451 | 721.7451 | 721.7451 |
Max Trade Drawdown | -66561 | -69969 | -51903 | -10880495 | -6615372 | -5936174 |
Profit Factor | 2.3997 | 3.362 | 1.4005 | 1.6008 | 2.2285 | 0.8536 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 50.8287 | 48.8889 | 52.7473 | 50.8287 | 48.8889 | 52.7473 |
Ratio Avg Win / Avg Loss | 2.3215 | 3.5148 | 1.2546 | 1.5486 | 2.3298 | 0.7647 |
Largest Winning Trade | 340178 | 340178 | 45286 | 13946885 | 13946885 | 3786757 |
Largest Losing Trade | -51903 | -27443 | -51903 | -3762598 | -3762598 | -2087235 |
Avg Bars in Trades | 80 | 85 | 76 | 80 | 85 | 76 |
Avg Bars in Winners | 103 | 107 | 99 | 103 | 107 | 99 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 14641 | 7695 | 6946 | 14641 | 7695 | 6946 |
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 | -21292 | -83504 | -281385 | 437659 | 417720 | -580732 |
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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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