Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1941435.9514 | 1938428.0404 | 3007.9109 | 879544.3683 | 1457535.6475 | -577991.2791 |
Total P&L (%) | 1941.436 | 1938.428 | 3.0079 | 879.5444 | 1457.5356 | -577.9913 |
Avg Daily Profit (%) | 0.8221 | 0.8208 | 0.0013 | 0.0967 | 0.1163 | 0 |
Buy And Hold Return (%) | 657.9273 | 657.9273 | 657.9273 | 657.9273 | 657.9273 | 657.9273 |
Max Trade Drawdown | -120907 | -95031 | -101130 | -3842759 | -2257959 | -2012852 |
Profit Factor | 3.3267 | 5.316 | 1.0078 | 1.0817 | 1.2558 | 0.886 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 30.719 | 25.974 | 35.5263 | 30.719 | 25.974 | 35.5263 |
Ratio Avg Win / Avg Loss | 7.5028 | 15.1506 | 1.829 | 2.4395 | 3.5789 | 1.608 |
Largest Winning Trade | 1702335 | 1702335 | 65025 | 2883075 | 2883075 | 814272 |
Largest Losing Trade | -31737 | -31737 | -24012 | -1313447 | -1313447 | -683813 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 99 | 101 | 98 | 99 | 101 | 98 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 6964 | 3212 | 3752 | 6964 | 3212 | 3752 |
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 | 348997 | -49428 | -622800 | -260757 | -109294 | -633087 |
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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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