Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356889.485 | 1367929.2827 | -11039.7977 | 337775.4712 | 1896358.5586 | -1558583.0873 |
Total P&L (%) | 1356.8895 | 1367.9293 | -11.0398 | 337.7755 | 1896.3586 | -1558.5831 |
Avg Daily Profit (%) | 0.6176 | 0.6226 | -0.005 | 0.0672 | 0.1364 | 0 |
Buy And Hold Return (%) | 522.2314 | 522.2314 | 522.2314 | 522.2314 | 522.2314 | 522.2314 |
Max Trade Drawdown | -223977 | -129731 | -130601 | -3431839 | -1984954 | -2593128 |
Profit Factor | 2.4255 | 3.4859 | 0.9725 | 1.0258 | 1.2677 | 0.7414 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 51.1111 | 45.5357 | 56.6372 | 51.1111 | 45.5357 | 56.6372 |
Ratio Avg Win / Avg Loss | 2.32 | 4.1694 | 0.7446 | 0.9812 | 1.5163 | 0.5677 |
Largest Winning Trade | 902117 | 902117 | 56750 | 1564131 | 1564131 | 630383 |
Largest Losing Trade | -77474 | -28683 | -77474 | -2058181 | -931051 | -2058181 |
Avg Bars in Trades | 28 | 41 | 16 | 28 | 41 | 16 |
Avg Bars in Winners | 33 | 51 | 18 | 33 | 51 | 18 |
Avg Bars in Losers | 23 | 32 | 12 | 23 | 32 | 12 |
Bars Traded | 6427 | 4615 | 1812 | 6427 | 4615 | 1812 |
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 | 516942 | 463532 | -579893 | -461201 | -14113 | -579893 |
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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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