Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034145.0918 | 873951.5831 | 160193.5087 | 31254285.2517 | 31947806.6678 | -693521.4162 |
Total P&L (%) | 1034.1451 | 873.9516 | 160.1935 | 31254.2853 | 31947.8067 | -693.5214 |
Avg Daily Profit (%) | 0.4136 | 0.3495 | 0.0641 | 0.2302 | 0.231 | 0 |
Buy And Hold Return (%) | 742.8662 | 742.8662 | 742.8662 | 742.8662 | 742.8662 | 742.8662 |
Max Trade Drawdown | -88332 | -45977 | -49028 | -8456761 | -4028091 | -7284588 |
Profit Factor | 3.2412 | 5.0366 | 1.654 | 2.0926 | 3.5981 | 0.9575 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.3981 | 52.9412 | 53.8462 | 53.3981 | 52.9412 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.8286 | 4.477 | 1.4178 | 1.8263 | 3.1983 | 0.8207 |
Largest Winning Trade | 374756 | 374756 | 49959 | 20155832 | 20155832 | 4878525 |
Largest Losing Trade | -22729 | -21746 | -22729 | -5012928 | -3932242 | -5012928 |
Avg Bars in Trades | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Winners | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 7303 | 3816 | 3488 | 7303 | 3816 | 3488 |
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 | -27017 | -273415 | -450694 | 467604 | -164604 | -760334 |
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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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