Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389146.2463 | 1372796.9522 | 16349.294 | 404432.4282 | 2976433.568 | -2572001.1398 |
Total P&L (%) | 1389.1462 | 1372.797 | 16.3493 | 404.4324 | 2976.4336 | -2572.0011 |
Avg Daily Profit (%) | 0.616 | 0.6087 | 0.0072 | 0.0718 | 0.152 | 0 |
Buy And Hold Return (%) | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 | 197.4522 |
Max Trade Drawdown | -143007 | -138697 | -131746 | -5218319 | -3261201 | -3441999 |
Profit Factor | 2.4379 | 3.7926 | 1.0345 | 1.0241 | 1.3802 | 0.7123 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 49.0476 | 45.7143 | 52.381 | 49.0476 | 45.7143 | 52.381 |
Ratio Avg Win / Avg Loss | 2.5326 | 4.5037 | 0.9404 | 1.0639 | 1.639 | 0.6475 |
Largest Winning Trade | 1227912 | 1227912 | 51382 | 4627666 | 4627666 | 1625946 |
Largest Losing Trade | -38929 | -38929 | -34059 | -1704530 | -1351255 | -1704530 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 57 | 58 | 55 | 57 | 58 | 55 |
Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
Bars Traded | 8902 | 4152 | 4750 | 8902 | 4152 | 4750 |
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 | 610820 | 592837 | -533176 | -296931 | 265381 | -580743 |
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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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