Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2617259.5821 | 2581408.8453 | 35850.7369 | 840177.4321 | 3215500.4049 | -2375322.9728 |
Total P&L (%) | 2617.2596 | 2581.4088 | 35.8507 | 840.1774 | 3215.5004 | -2375.323 |
Avg Daily Profit (%) | 1.2568 | 1.2396 | 0.0172 | 0.1077 | 0.1683 | 0 |
Buy And Hold Return (%) | 463.1404 | 463.1404 | 463.1404 | 463.1404 | 463.1404 | 463.1404 |
Max Trade Drawdown | -125935 | -68964 | -108718 | -3461877 | -1400743 | -3065748 |
Profit Factor | 4.4089 | 8.6679 | 1.0832 | 1.0573 | 1.5698 | 0.7368 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 41.8605 | 43.75 | 40 | 41.8605 | 43.75 | 40 |
Ratio Avg Win / Avg Loss | 6.1235 | 11.1445 | 1.6247 | 1.4684 | 2.0183 | 1.1051 |
Largest Winning Trade | 2496538 | 2496538 | 48234 | 4079105 | 4079105 | 1111384 |
Largest Losing Trade | -53861 | -44479 | -53861 | -2285057 | -870665 | -2285057 |
Avg Bars in Trades | 187 | 188 | 186 | 187 | 188 | 186 |
Avg Bars in Winners | 302 | 312 | 291 | 302 | 312 | 291 |
Avg Bars in Losers | 105 | 92 | 116 | 105 | 92 | 116 |
Bars Traded | 24210 | 12094 | 12116 | 24210 | 12094 | 12116 |
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 | 619247 | -120763 | -599420 | -217305 | -131316 | -714958 |
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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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