Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2310915.6793 | 2330131.6725 | -19215.9932 | 270923.913 | 1792421.6023 | -1521497.6893 |
Total P&L (%) | 2310.9157 | 2330.1317 | -19.216 | 270.9239 | 1792.4216 | -1521.4977 |
Avg Daily Profit (%) | 1.1092 | 1.1185 | -0.0092 | 0.0629 | 0.1412 | 0 |
Buy And Hold Return (%) | 343.9 | 343.9 | 343.9 | 343.9 | 343.9 | 343.9 |
Max Trade Drawdown | -153419 | -94362 | -98668 | -3060318 | -1684970 | -1691682 |
Profit Factor | 3.5902 | 6.692 | 0.9602 | 1.0331 | 1.4749 | 0.6542 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Losing Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Profitability (%) | 36.7568 | 41.3043 | 32.2581 | 36.7568 | 41.3043 | 32.2581 |
Ratio Avg Win / Avg Loss | 6.1773 | 9.5096 | 2.0164 | 1.7776 | 2.0959 | 1.3737 |
Largest Winning Trade | 2280140 | 2280140 | 48377 | 3110671 | 3110671 | 324620 |
Largest Losing Trade | -46278 | -34149 | -46278 | -1002829 | -1002829 | -894910 |
Avg Bars in Trades | 132 | 123 | 141 | 132 | 123 | 141 |
Avg Bars in Winners | 246 | 205 | 297 | 246 | 205 | 297 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 24521 | 11340 | 13180 | 24521 | 11340 | 13180 |
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 | 569783 | 652716 | -585205 | -461800 | -6686 | -586316 |
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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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