Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038317.968 | 904785.4509 | 133532.5171 | 14188795.8459 | 15161924.9373 | -973129.0913 |
Total P&L (%) | 1038.318 | 904.7855 | 133.5325 | 14188.7958 | 15161.9249 | -973.1291 |
Avg Daily Profit (%) | 0.5734 | 0.4997 | 0.0737 | 0.2744 | 0.278 | 0 |
Buy And Hold Return (%) | 484.0057 | 484.0057 | 484.0057 | 484.0057 | 484.0057 | 484.0057 |
Max Trade Drawdown | -105281 | -59615 | -69182 | -22503116 | -10526218 | -14875028 |
Profit Factor | 2.2671 | 3.5052 | 1.2914 | 1.155 | 1.3709 | 0.9808 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 43.8596 | 40.3509 | 47.3684 | 43.8596 | 40.3509 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.9018 | 5.1815 | 1.4349 | 1.4784 | 2.0266 | 1.0898 |
Largest Winning Trade | 254169 | 254169 | 72085 | 10943123 | 10943123 | 6021191 |
Largest Losing Trade | -45493 | -24063 | -45493 | -7291314 | -3956400 | -7291314 |
Avg Bars in Trades | 94 | 84 | 103 | 94 | 84 | 103 |
Avg Bars in Winners | 149 | 138 | 157 | 149 | 138 | 157 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 21462 | 9630 | 11832 | 21462 | 9630 | 11832 |
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 | 303464 | 199237 | -261506 | -42506 | 227868 | -580385 |
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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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