Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2405123.1441 | 2398351.7421 | 6771.402 | 515608.0401 | 2921773.516 | -2406165.4759 |
Total P&L (%) | 2405.1231 | 2398.3517 | 6.7714 | 515.608 | 2921.7735 | -2406.1655 |
Avg Daily Profit (%) | 1.0814 | 1.0784 | 0.003 | 0.0818 | 0.1534 | 0 |
Buy And Hold Return (%) | 394.1094 | 394.1094 | 394.1094 | 394.1094 | 394.1094 | 394.1094 |
Max Trade Drawdown | -157053 | -98101 | -147781 | -5828592 | -3471497 | -3012250 |
Profit Factor | 3.1257 | 5.3096 | 1.0118 | 1.025 | 1.2842 | 0.7667 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Losing Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Profitability (%) | 30.837 | 35.3982 | 26.3158 | 30.837 | 35.3982 | 26.3158 |
Ratio Avg Win / Avg Loss | 7.0105 | 9.69 | 2.833 | 2.299 | 2.3437 | 2.1468 |
Largest Winning Trade | 2285620 | 2285620 | 53420 | 6174073 | 6174073 | 1281639 |
Largest Losing Trade | -32496 | -32496 | -27108 | -1722035 | -1209534 | -1722035 |
Avg Bars in Trades | 37 | 41 | 34 | 37 | 41 | 34 |
Avg Bars in Winners | 80 | 76 | 85 | 80 | 76 | 85 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 8616 | 4703 | 3913 | 8616 | 4703 | 3913 |
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 | 450734 | 535961 | -585251 | -351391 | 101008 | -602266 |
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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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