Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1775989.8712 | 1606933.6054 | 169056.2657 | 6479138.1312 | 9533591.7416 | -3054453.6105 |
Total P&L (%) | 1775.9899 | 1606.9336 | 169.0563 | 6479.1381 | 9533.5917 | -3054.4536 |
Avg Daily Profit (%) | 0.9894 | 0.8952 | 0.0942 | 0.2335 | 0.2548 | 0 |
Buy And Hold Return (%) | 241.8182 | 241.8182 | 241.8182 | 241.8182 | 241.8182 | 241.8182 |
Max Trade Drawdown | -89065 | -109538 | -95142 | -14633103 | -6269455 | -12870114 |
Profit Factor | 3.5162 | 4.7222 | 1.6168 | 1.1492 | 1.422 | 0.8534 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 56.5421 | 54.2056 | 58.8785 | 56.5421 | 54.2056 | 58.8785 |
Ratio Avg Win / Avg Loss | 2.7026 | 3.9894 | 1.1292 | 0.8833 | 1.2013 | 0.596 |
Largest Winning Trade | 1225463 | 1225463 | 57842 | 14793878 | 14793878 | 2605066 |
Largest Losing Trade | -82514 | -31954 | -82514 | -12870114 | -2423387 | -12870114 |
Avg Bars in Trades | 24 | 29 | 18 | 24 | 29 | 18 |
Avg Bars in Winners | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Losers | 22 | 33 | 9 | 22 | 33 | 9 |
Bars Traded | 5138 | 3184 | 1954 | 5138 | 3184 | 1954 |
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 | 802194 | 761650 | -229899 | -47508 | 356001 | -579618 |
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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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