Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2111975.1432 | 1990221.8391 | 121753.3041 | 4668136.4079 | 9952198.165 | -5284061.7571 |
Total P&L (%) | 2111.9751 | 1990.2218 | 121.7533 | 4668.1364 | 9952.1982 | -5284.0618 |
Avg Daily Profit (%) | 0.9521 | 0.8972 | 0.0549 | 0.1744 | 0.208 | 0 |
Buy And Hold Return (%) | 229.4135 | 229.4135 | 229.4135 | 229.4135 | 229.4135 | 229.4135 |
Max Trade Drawdown | -146523 | -86695 | -115290 | -22282327 | -9573012 | -17910225 |
Profit Factor | 3.2882 | 5.7523 | 1.2415 | 1.0532 | 1.2679 | 0.8955 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Profitability (%) | 48.5149 | 50.4951 | 46.5347 | 48.5149 | 50.4951 | 46.5347 |
Ratio Avg Win / Avg Loss | 3.4896 | 5.6395 | 1.4264 | 1.1177 | 1.243 | 1.0289 |
Largest Winning Trade | 1732283 | 1732283 | 52497 | 7656967 | 7656967 | 5906393 |
Largest Losing Trade | -59078 | -34938 | -59078 | -10644607 | -4850828 | -10644607 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 6412 | 3608 | 2804 | 6412 | 3608 | 2804 |
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 | 722311 | 769540 | -287032 | -153687 | 279836 | -580466 |
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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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