Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3377966.5474 | 3349093.4724 | 28873.075 | 212216.3235 | -89415.9174 | 301632.2409 |
Total P&L (%) | 3377.9665 | 3349.0935 | 28.8731 | 212.2163 | -89.4159 | 301.6322 |
Avg Daily Profit (%) | 1.6221 | 1.6082 | 0.0139 | 0.0547 | -0.1078 | 0.0668 |
Buy And Hold Return (%) | 97.3141 | 97.3141 | 97.3141 | 97.3141 | 97.3141 | 97.3141 |
Max Trade Drawdown | -223129 | -159239 | -154499 | -4016414 | -2568616 | -1909260 |
Profit Factor | 3.6773 | 5.1086 | 1.0647 | 1.012 | 0.9925 | 1.0517 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 74 | 25 | 49 | 74 | 25 | 49 |
Losing Trades | 132 | 78 | 54 | 132 | 78 | 54 |
Profitability (%) | 35.9223 | 24.2718 | 47.5728 | 35.9223 | 24.2718 | 47.5728 |
Ratio Avg Win / Avg Loss | 6.5595 | 15.9389 | 1.1733 | 1.8052 | 3.0965 | 1.159 |
Largest Winning Trade | 3183685 | 3183685 | 34755 | 2269449 | 2269449 | 571499 |
Largest Losing Trade | -48755 | -45654 | -48755 | -909715 | -909715 | -634143 |
Avg Bars in Trades | 118 | 174 | 63 | 118 | 174 | 63 |
Avg Bars in Winners | 178 | 354 | 88 | 178 | 354 | 88 |
Avg Bars in Losers | 85 | 116 | 40 | 85 | 116 | 40 |
Bars Traded | 24490 | 17942 | 6548 | 24490 | 17942 | 6548 |
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 | 587097 | -11561 | -490730 | -336188 | -611304 | -271673 |
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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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