Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2299070.0357 | 2195647.7317 | 103422.3041 | 4550756.4415 | 7517187.4609 | -2966431.0194 |
Total P&L (%) | 2299.07 | 2195.6477 | 103.4223 | 4550.7564 | 7517.1875 | -2966.431 |
Avg Daily Profit (%) | 1.04 | 0.9932 | 0.0468 | 0.1738 | 0.1962 | 0 |
Buy And Hold Return (%) | 514.7219 | 514.7219 | 514.7219 | 514.7219 | 514.7219 | 514.7219 |
Max Trade Drawdown | -147022 | -91706 | -107914 | -10912136 | -6147236 | -6489028 |
Profit Factor | 3.9617 | 6.6055 | 1.2689 | 1.1089 | 1.3755 | 0.8637 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 46.6667 | 43.8776 | 49.4845 | 46.6667 | 43.8776 | 49.4845 |
Ratio Avg Win / Avg Loss | 4.5277 | 8.4489 | 1.2954 | 1.2673 | 1.7594 | 0.8817 |
Largest Winning Trade | 1990150 | 1990150 | 44763 | 12445365 | 12445365 | 2870167 |
Largest Losing Trade | -38311 | -33792 | -38311 | -3707068 | -3164204 | -3707068 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 64 | 68 | 61 | 64 | 68 | 61 |
Avg Bars in Losers | 26 | 25 | 27 | 26 | 25 | 27 |
Bars Traded | 8667 | 4345 | 4322 | 8667 | 4345 | 4322 |
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 | 659699 | 619276 | -296809 | -93195 | 251560 | -581273 |
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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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