Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2287827.4872 | 2326868.2199 | -39040.7326 | 97911.329 | 1974182.4032 | -1876271.0742 |
Total P&L (%) | 2287.8275 | 2326.8682 | -39.0407 | 97.9113 | 1974.1824 | -1876.2711 |
Avg Daily Profit (%) | 1.0325 | 1.0501 | -0.0176 | 0.0308 | 0.1369 | 0 |
Buy And Hold Return (%) | 666.395 | 666.395 | 666.395 | 666.395 | 666.395 | 666.395 |
Max Trade Drawdown | -270065 | -151070 | -201595 | -3688643 | -1896829 | -2072899 |
Profit Factor | 3.3634 | 6.2492 | 0.9256 | 1.0156 | 1.6976 | 0.4561 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 30 | 29.4118 | 30.5882 | 30 | 29.4118 | 30.5882 |
Ratio Avg Win / Avg Loss | 7.848 | 14.9981 | 2.1004 | 2.3697 | 4.0742 | 1.0351 |
Largest Winning Trade | 2322935 | 2322935 | 47638 | 3667535 | 3667535 | 322605 |
Largest Losing Trade | -38398 | -30602 | -38398 | -608196 | -608196 | -519206 |
Avg Bars in Trades | 75 | 72 | 77 | 75 | 72 | 77 |
Avg Bars in Winners | 169 | 167 | 171 | 169 | 167 | 171 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 12813 | 6188 | 6625 | 12813 | 6188 | 6625 |
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 | 366688 | 307448 | -585875 | -526653 | -20435 | -586987 |
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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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