Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2236674.5961 | 2222997.5817 | 13677.0144 | 1067901.404 | 1903710.9831 | -835809.5791 |
Total P&L (%) | 2236.6746 | 2222.9976 | 13.677 | 1067.9014 | 1903.711 | -835.8096 |
Avg Daily Profit (%) | 1.0078 | 1.0017 | 0.0062 | 0.1108 | 0.1352 | 0 |
Buy And Hold Return (%) | 940.0641 | 940.0641 | 940.0641 | 940.0641 | 940.0641 | 940.0641 |
Max Trade Drawdown | -147120 | -103054 | -133287 | -3504667 | -2031080 | -1738269 |
Profit Factor | 2.8773 | 4.6832 | 1.0233 | 1.0905 | 1.3145 | 0.8545 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 47.4178 | 45.7944 | 49.0566 | 47.4178 | 45.7944 | 49.0566 |
Ratio Avg Win / Avg Loss | 3.1906 | 5.5434 | 1.0626 | 1.2093 | 1.5559 | 0.8874 |
Largest Winning Trade | 1925214 | 1925214 | 42451 | 3498820 | 3498820 | 621768 |
Largest Losing Trade | -45879 | -45879 | -40139 | -1197444 | -843633 | -1197444 |
Avg Bars in Trades | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Winners | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 6530 | 3445 | 3085 | 6530 | 3445 | 3085 |
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 | 525237 | 523492 | -545664 | -288959 | -19521 | -581139 |
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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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