Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191503.0076 | 1177241.2053 | 14261.8024 | 2199744.6467 | 9001060.7227 | -6801316.076 |
Total P&L (%) | 1191.503 | 1177.2412 | 14.2618 | 2199.7446 | 9001.0607 | -6801.3161 |
Avg Daily Profit (%) | 0.662 | 0.6541 | 0.0079 | 0.1744 | 0.251 | 0 |
Buy And Hold Return (%) | 1030.3957 | 1030.3957 | 1030.3957 | 1030.3957 | 1030.3957 | 1030.3957 |
Max Trade Drawdown | -177171 | -95387 | -231931 | -10980369 | -5995013 | -14113366 |
Profit Factor | 2.2024 | 3.8005 | 1.025 | 1.0471 | 1.4375 | 0.7394 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Profitability (%) | 45.7547 | 49.0566 | 42.4528 | 45.7547 | 49.0566 | 42.4528 |
Ratio Avg Win / Avg Loss | 2.6111 | 3.9466 | 1.3894 | 1.2414 | 1.4928 | 1.0023 |
Largest Winning Trade | 789333 | 789333 | 64819 | 6264532 | 6264532 | 2458148 |
Largest Losing Trade | -28905 | -28777 | -28905 | -2052160 | -1992181 | -2052160 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 43 | 40 | 47 | 43 | 40 | 47 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 7029 | 3322 | 3706 | 7029 | 3322 | 3706 |
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 | -101497 | -103244 | -544256 | -167400 | 315305 | -582318 |
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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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