Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8205973.4762 | 8190704.1976 | 15269.2786 | 5193732.473 | 3750878.4917 | 1442853.9813 |
Total P&L (%) | 8205.9735 | 8190.7042 | 15.2693 | 5193.7325 | 3750.8785 | 1442.854 |
Avg Daily Profit (%) | 4.8185 | 4.8096 | 0.009 | 0.2333 | 0.2146 | 0.1608 |
Buy And Hold Return (%) | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 | 2011.2966 |
Max Trade Drawdown | -199132 | -169211 | -34981 | -16800626 | -13849014 | -3593085 |
Profit Factor | 14.0732 | 18.3547 | 1.098 | 1.1277 | 1.1169 | 1.1678 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 45.3202 | 38.6139 | 51.9608 | 45.3202 | 38.6139 | 51.9608 |
Ratio Avg Win / Avg Loss | 16.9796 | 29.1793 | 1.0152 | 1.3606 | 1.7757 | 1.0797 |
Largest Winning Trade | 8054119 | 8054119 | 28449 | 8780740 | 8780740 | 1260130 |
Largest Losing Trade | -37998 | -37998 | -25632 | -6747006 | -6747006 | -2821965 |
Avg Bars in Trades | 96 | 182 | 12 | 96 | 182 | 12 |
Avg Bars in Winners | 125 | 278 | 13 | 125 | 278 | 13 |
Avg Bars in Losers | 73 | 121 | 11 | 73 | 121 | 11 |
Bars Traded | 19669 | 18405 | 1264 | 19669 | 18405 | 1264 |
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 | 776292 | 633642 | -459057 | -75973 | -95113 | -193761 |
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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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