Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121945.661 | 991791.1239 | 130154.5371 | 9845339.5828 | 16028456.2097 | -6183116.6268 |
Total P&L (%) | 1121.9457 | 991.7911 | 130.1545 | 9845.3396 | 16028.4562 | -6183.1166 |
Avg Daily Profit (%) | 0.6167 | 0.5451 | 0.0715 | 0.2531 | 0.2798 | 0 |
Buy And Hold Return (%) | 631.3448 | 631.3448 | 631.3448 | 631.3448 | 631.3448 | 631.3448 |
Max Trade Drawdown | -105686 | -108648 | -69732 | -18903485 | -10872773 | -13980490 |
Profit Factor | 2.1899 | 3.0809 | 1.2792 | 1.1141 | 1.4016 | 0.8666 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 49.2462 | 46.4646 | 52 | 49.2462 | 46.4646 | 52 |
Ratio Avg Win / Avg Loss | 2.257 | 3.5498 | 1.1808 | 1.1482 | 1.6149 | 0.7999 |
Largest Winning Trade | 326342 | 326342 | 50928 | 9373334 | 9373334 | 3609671 |
Largest Losing Trade | -44591 | -44591 | -29826 | -6164139 | -3888773 | -6164139 |
Avg Bars in Trades | 107 | 117 | 97 | 107 | 117 | 97 |
Avg Bars in Winners | 138 | 150 | 127 | 138 | 150 | 127 |
Avg Bars in Losers | 77 | 88 | 64 | 77 | 88 | 64 |
Bars Traded | 21350 | 11619 | 9731 | 21350 | 11619 | 9731 |
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 | 293014 | 196530 | -263274 | -85729 | 319335 | -580806 |
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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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