Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7086436.4071 | 7147037.2352 | -60600.8281 | 1137328.5358 | 3457039.9319 | -2319711.3961 |
Total P&L (%) | 7086.4364 | 7147.0372 | -60.6008 | 1137.3285 | 3457.0399 | -2319.7114 |
Avg Daily Profit (%) | 4.1611 | 4.1967 | -0.0356 | 0.1478 | 0.2099 | 0 |
Buy And Hold Return (%) | 2173.2175 | 2173.2175 | 2173.2175 | 2173.2175 | 2173.2175 | 2173.2175 |
Max Trade Drawdown | -171621 | -143772 | -93062 | -8130334 | -5801124 | -2972512 |
Profit Factor | 10.4067 | 15.7684 | 0.7751 | 1.0561 | 1.2672 | 0.6841 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 39.604 | 40.5941 | 38.6139 | 39.604 | 40.5941 | 38.6139 |
Ratio Avg Win / Avg Loss | 15.8702 | 23.0757 | 1.2321 | 1.6105 | 1.8544 | 1.0875 |
Largest Winning Trade | 7112135 | 7112135 | 30024 | 5300910 | 5300910 | 634330 |
Largest Losing Trade | -35677 | -35677 | -28940 | -2140234 | -2140234 | -1405997 |
Avg Bars in Trades | 96 | 155 | 38 | 96 | 155 | 38 |
Avg Bars in Winners | 144 | 245 | 38 | 144 | 245 | 38 |
Avg Bars in Losers | 65 | 93 | 37 | 65 | 93 | 37 |
Bars Traded | 19553 | 15699 | 3854 | 19553 | 15699 | 3854 |
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 | 669864 | 636288 | -583824 | -321787 | -4442 | -583824 |
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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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