Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019432.3488 | 889315.1616 | 130117.1872 | 16272219.5881 | 17887573.8442 | -1615354.2562 |
Total P&L (%) | 1019.4323 | 889.3152 | 130.1172 | 16272.2196 | 17887.5738 | -1615.3543 |
Avg Daily Profit (%) | 0.4075 | 0.3555 | 0.052 | 0.204 | 0.2078 | 0 |
Buy And Hold Return (%) | 893.2362 | 893.2362 | 893.2362 | 893.2362 | 893.2362 | 893.2362 |
Max Trade Drawdown | -89233 | -74741 | -46296 | -15703455 | -10100815 | -5793413 |
Profit Factor | 2.2942 | 2.9305 | 1.3979 | 1.4807 | 1.8525 | 0.8745 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 46.9274 | 47.7778 | 46.0674 | 46.9274 | 47.7778 | 46.0674 |
Ratio Avg Win / Avg Loss | 2.5946 | 3.2031 | 1.6365 | 1.6746 | 2.0249 | 1.0238 |
Largest Winning Trade | 336091 | 336091 | 57380 | 16175968 | 16175968 | 2369173 |
Largest Losing Trade | -36221 | -36221 | -27434 | -5725333 | -5725333 | -3761646 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 4945 | 2602 | 2343 | 4945 | 2602 | 2343 |
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 | -107624 | -151715 | -289004 | 374098 | 385912 | -580679 |
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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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