Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2271642.8496 | 2303260.7833 | -31617.9337 | 144089.1216 | 1071418.0831 | -927328.9615 |
Total P&L (%) | 2271.6429 | 2303.2608 | -31.6179 | 144.0891 | 1071.4181 | -927.329 |
Avg Daily Profit (%) | 1.0244 | 1.0387 | -0.0143 | 0.0403 | 0.111 | 0 |
Buy And Hold Return (%) | 792.5234 | 792.5234 | 792.5234 | 792.5234 | 792.5234 | 792.5234 |
Max Trade Drawdown | -195875 | -118066 | -134289 | -2129352 | -1148899 | -1083959 |
Profit Factor | 3.8065 | 6.8475 | 0.9239 | 1.0256 | 1.3828 | 0.6716 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 32.3529 | 33.3333 | 31.3725 | 32.3529 | 33.3333 | 31.3725 |
Ratio Avg Win / Avg Loss | 7.9591 | 13.695 | 2.0211 | 2.1445 | 2.7656 | 1.4691 |
Largest Winning Trade | 2244336 | 2244336 | 51859 | 2188930 | 2188930 | 358050 |
Largest Losing Trade | -58799 | -58799 | -33782 | -496442 | -464153 | -496442 |
Avg Bars in Trades | 125 | 115 | 135 | 125 | 115 | 135 |
Avg Bars in Winners | 256 | 236 | 278 | 256 | 236 | 278 |
Avg Bars in Losers | 62 | 54 | 70 | 62 | 54 | 70 |
Bars Traded | 12813 | 5886 | 6926 | 12813 | 5886 | 6926 |
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 | 376535 | -167829 | -765577 | -502735 | -285477 | -766688 |
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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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