Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925488.578 | 818467.1635 | 107021.4145 | 7999994.0864 | 9734869.9827 | -1734875.8963 |
Total P&L (%) | 925.4886 | 818.4672 | 107.0214 | 7999.9941 | 9734.87 | -1734.8759 |
Avg Daily Profit (%) | 0.3701 | 0.3273 | 0.0428 | 0.1759 | 0.1837 | 0 |
Buy And Hold Return (%) | 778.705 | 778.705 | 778.705 | 778.705 | 778.705 | 778.705 |
Max Trade Drawdown | -86084 | -57388 | -80864 | -3314242 | -1542879 | -4985148 |
Profit Factor | 2.9869 | 5.2539 | 1.3915 | 1.685 | 3.3584 | 0.7702 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 48.7805 | 53.6585 | 43.9024 | 48.7805 | 53.6585 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.1363 | 4.5375 | 1.778 | 1.7693 | 2.9004 | 0.9842 |
Largest Winning Trade | 366446 | 366446 | 53370 | 5172405 | 5172405 | 1318620 |
Largest Losing Trade | -70579 | -34933 | -70579 | -3113046 | -904594 | -3113046 |
Avg Bars in Trades | 88 | 89 | 86 | 88 | 89 | 86 |
Avg Bars in Winners | 109 | 104 | 115 | 109 | 104 | 115 |
Avg Bars in Losers | 67 | 72 | 64 | 67 | 72 | 64 |
Bars Traded | 7230 | 3669 | 3561 | 7230 | 3669 | 3561 |
Profit Streak | 0 | 170.0683 | 0 | 0 | 170.0683 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101189 | -131307 | -302102 | 63801 | 568714 | -583113 |
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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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