Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2972592.5337 | 2984051.9875 | -11459.4539 | 200221.4137 | -135245.8613 | 335467.275 |
Total P&L (%) | 2972.5925 | 2984.052 | -11.4595 | 200.2214 | -135.2459 | 335.4673 |
Avg Daily Profit (%) | 1.427 | 1.4325 | -0.0055 | 0.0528 | 0 | 0.0707 |
Buy And Hold Return (%) | 453.78 | 453.78 | 453.78 | 453.78 | 453.78 | 453.78 |
Max Trade Drawdown | -121827 | -116658 | -46865 | -2644571 | -2816714 | -309338 |
Profit Factor | 4.5481 | 5.7681 | 0.9459 | 1.0285 | 0.9765 | 1.2648 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 42.8571 | 40.9091 | 44.7761 | 42.8571 | 40.9091 | 44.7761 |
Ratio Avg Win / Avg Loss | 6.0642 | 8.3317 | 1.1667 | 1.3713 | 1.4105 | 1.5599 |
Largest Winning Trade | 2922907 | 2922907 | 28908 | 2226646 | 2226646 | 291340 |
Largest Losing Trade | -61041 | -61041 | -21063 | -1580302 | -1580302 | -143060 |
Avg Bars in Trades | 184 | 314 | 55 | 184 | 314 | 55 |
Avg Bars in Winners | 251 | 470 | 54 | 251 | 470 | 54 |
Avg Bars in Losers | 133 | 207 | 56 | 133 | 207 | 56 |
Bars Traded | 24477 | 20779 | 3698 | 24477 | 20779 | 3698 |
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 | 664161 | -106202 | -698100 | -479789 | -707104 | -382388 |
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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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