Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2231414.071 | 2266108.7639 | -34694.6929 | 2218.7436 | 828693.4975 | -826474.7539 |
Total P&L (%) | 2231.4141 | 2266.1088 | -34.6947 | 2.2187 | 828.6935 | -826.4748 |
Avg Daily Profit (%) | 0.9668 | 0.9819 | -0.015 | 0.001 | 0.0966 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225739 | -139892 | -149209 | -1507046 | -920983 | -1054386 |
Profit Factor | 2.6869 | 4.5406 | 0.9492 | 1.0003 | 1.2475 | 0.7864 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 80 | 31 | 49 | 80 | 31 | 49 |
Losing Trades | 149 | 84 | 65 | 149 | 84 | 65 |
Profitability (%) | 34.9345 | 26.9565 | 42.9825 | 34.9345 | 26.9565 | 42.9825 |
Ratio Avg Win / Avg Loss | 5.0044 | 12.3035 | 1.2591 | 1.8631 | 3.3803 | 1.0432 |
Largest Winning Trade | 2213663 | 2213663 | 85547 | 1039457 | 1039457 | 374439 |
Largest Losing Trade | -40563 | -28490 | -40563 | -486147 | -165963 | -486147 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4476 | 1931 | 2545 | 4476 | 1931 | 2545 |
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 | 505944 | -380 | -581813 | -580777 | -83868 | -581813 |
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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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