Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048494.0206 | 910264.8133 | 138229.2073 | 18783445.6283 | 20351304.3821 | -1567858.7538 |
Total P&L (%) | 1048.494 | 910.2648 | 138.2292 | 18783.4456 | 20351.3044 | -1567.8588 |
Avg Daily Profit (%) | 0.4195 | 0.3642 | 0.0553 | 0.2099 | 0.2131 | 0 |
Buy And Hold Return (%) | 781.1942 | 781.1942 | 781.1942 | 781.1942 | 781.1942 | 781.1942 |
Max Trade Drawdown | -71936 | -53501 | -57213 | -4880505 | -2841437 | -6563557 |
Profit Factor | 2.5721 | 3.3873 | 1.4839 | 1.6002 | 2.2026 | 0.8909 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 48.9362 | 45.7143 | 52.1127 | 48.9362 | 45.7143 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.6839 | 4.0225 | 1.3636 | 1.6698 | 2.6156 | 0.8187 |
Largest Winning Trade | 393153 | 393153 | 45280 | 15141833 | 15141833 | 2452231 |
Largest Losing Trade | -38741 | -35872 | -38741 | -3723511 | -2478170 | -3723511 |
Avg Bars in Trades | 101 | 105 | 97 | 101 | 105 | 97 |
Avg Bars in Winners | 127 | 140 | 117 | 127 | 140 | 117 |
Avg Bars in Losers | 76 | 76 | 75 | 76 | 76 | 75 |
Bars Traded | 14301 | 7405 | 6896 | 14301 | 7405 | 6896 |
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 | -44547 | -194581 | -370036 | 399987 | -83783 | -667184 |
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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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