Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036944.2783 | 882445.1337 | 154499.1445 | 17752949.4996 | 17170910.3777 | 582039.1219 |
Total P&L (%) | 1036.9443 | 882.4451 | 154.4991 | 17752.9495 | 17170.9104 | 582.0391 |
Avg Daily Profit (%) | 0.4145 | 0.3528 | 0.0618 | 0.2075 | 0.2062 | 0.0768 |
Buy And Hold Return (%) | 781.9214 | 781.9214 | 781.9214 | 781.9214 | 781.9214 | 781.9214 |
Max Trade Drawdown | -83176 | -65094 | -70046 | -4759847 | -2275463 | -5919733 |
Profit Factor | 2.8195 | 4.0504 | 1.5506 | 1.9585 | 3.2031 | 1.0543 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 45.9677 | 43.5484 | 48.3871 | 45.9677 | 43.5484 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.3142 | 5.2506 | 1.654 | 2.3021 | 4.1522 | 1.1245 |
Largest Winning Trade | 336091 | 336091 | 48194 | 8200790 | 8200790 | 2001548 |
Largest Losing Trade | -70046 | -27589 | -70046 | -4506820 | -1372485 | -4506820 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 4890 | 2421 | 2469 | 4890 | 2421 | 2469 |
Profit Streak | 0 | 0 | 193.3711 | 0 | 0 | 193.3711 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50295 | -266306 | -426955 | 380974 | -142754 | -570086 |
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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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