Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2053716.2993 | 2066298.367 | -12582.0677 | 191685.9169 | 2622806.5507 | -2431120.6338 |
Total P&L (%) | 2053.7163 | 2066.2984 | -12.5821 | 191.6859 | 2622.8066 | -2431.1206 |
Avg Daily Profit (%) | 1.14 | 1.147 | -0.007 | 0.0594 | 0.1836 | 0 |
Buy And Hold Return (%) | 182.4679 | 182.4679 | 182.4679 | 182.4679 | 182.4679 | 182.4679 |
Max Trade Drawdown | -222475 | -158802 | -138407 | -6115305 | -4617141 | -5130725 |
Profit Factor | 3.0727 | 5.5336 | 0.9765 | 1.0084 | 1.2594 | 0.8092 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 44.2105 | 44.2105 | 44.2105 | 44.2105 | 44.2105 | 44.2105 |
Ratio Avg Win / Avg Loss | 3.8775 | 6.9829 | 1.2322 | 1.2725 | 1.5893 | 1.0212 |
Largest Winning Trade | 1707698 | 1707698 | 61967 | 5567329 | 5567329 | 1518342 |
Largest Losing Trade | -70538 | -32672 | -70538 | -4300640 | -1191756 | -4300640 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 3475 | 1934 | 1540 | 3475 | 1934 | 1540 |
Profit Streak | 9.4249 | 10.4249 | 0 | 9.4249 | 10.4249 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 684672 | 721176 | -581385 | -475225 | 260051 | -581385 |
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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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