Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177100.0974 | 1113706.6743 | 63393.4231 | 2083237.9501 | 2129731.0041 | -46493.054 |
Total P&L (%) | 1177.1001 | 1113.7067 | 63.3934 | 2083.238 | 2129.731 | -46.4931 |
Avg Daily Profit (%) | 0.565 | 0.5346 | 0.0304 | 0.1481 | 0.1491 | -0.03 |
Buy And Hold Return (%) | 114.0625 | 114.0625 | 114.0625 | 114.0625 | 114.0625 | 114.0625 |
Max Trade Drawdown | -180727 | -107201 | -142510 | -2543043 | -1315227 | -1879417 |
Profit Factor | 2.2155 | 3.379 | 1.1267 | 1.165 | 1.3543 | 0.993 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 138 | 76 | 62 | 138 | 76 | 62 |
Profitability (%) | 38.6667 | 32.7434 | 44.6429 | 38.6667 | 32.7434 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.5143 | 6.9407 | 1.3971 | 1.8479 | 2.7818 | 1.2313 |
Largest Winning Trade | 405840 | 405840 | 68113 | 2232638 | 2232638 | 864986 |
Largest Losing Trade | -64159 | -37136 | -64159 | -1621492 | -516938 | -1621492 |
Avg Bars in Trades | 106 | 101 | 112 | 106 | 101 | 112 |
Avg Bars in Winners | 184 | 195 | 175 | 184 | 195 | 175 |
Avg Bars in Losers | 58 | 55 | 61 | 58 | 55 | 61 |
Bars Traded | 24044 | 11426 | 12618 | 24044 | 11426 | 12618 |
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 | 437174 | 374197 | -401488 | -36054 | 36266 | -581450 |
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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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