Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2200114.1584 | 2248148.8365 | -48034.678 | 351570.3357 | 7278445.1043 | -6926874.7685 |
Total P&L (%) | 2200.1142 | 2248.1488 | -48.0347 | 351.5703 | 7278.4451 | -6926.8748 |
Avg Daily Profit (%) | 0.9945 | 1.0162 | -0.0217 | 0.0682 | 0.1946 | 0 |
Buy And Hold Return (%) | 793.8586 | 793.8586 | 793.8586 | 793.8586 | 793.8586 | 793.8586 |
Max Trade Drawdown | -234170 | -131565 | -148167 | -12422318 | -5459178 | -7325981 |
Profit Factor | 3.1448 | 5.7431 | 0.9129 | 1.0157 | 1.7335 | 0.4464 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 31.1927 | 32.1101 | 30.2752 | 31.1927 | 32.1101 | 30.2752 |
Ratio Avg Win / Avg Loss | 6.9371 | 12.1425 | 2.1025 | 2.2405 | 3.6651 | 1.028 |
Largest Winning Trade | 2113325 | 2113325 | 45967 | 12209187 | 12209187 | 913022 |
Largest Losing Trade | -36162 | -36162 | -29630 | -2860232 | -2145670 | -2860232 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 6543 | 3090 | 3453 | 6543 | 3090 | 3453 |
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 | 354853 | 413621 | -585935 | -476045 | 156025 | -587046 |
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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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