Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1521602.127 | 1421420.6402 | 100181.4868 | 8355550.616 | 8452698.6202 | -97148.0042 |
Total P&L (%) | 1521.6021 | 1421.4206 | 100.1815 | 8355.5506 | 8452.6986 | -97.148 |
Avg Daily Profit (%) | 0.838 | 0.7829 | 0.0552 | 0.2447 | 0.2453 | -0.1957 |
Buy And Hold Return (%) | 619.9381 | 619.9381 | 619.9381 | 619.9381 | 619.9381 | 619.9381 |
Max Trade Drawdown | -111701 | -63949 | -66719 | -13038285 | -9545104 | -7971500 |
Profit Factor | 2.9355 | 4.7542 | 1.2458 | 1.1457 | 1.2869 | 0.9965 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 30.8057 | 29.5238 | 32.0755 | 30.8057 | 29.5238 | 32.0755 |
Ratio Avg Win / Avg Loss | 6.5935 | 11.3487 | 2.6382 | 2.5735 | 3.0719 | 2.1103 |
Largest Winning Trade | 889719 | 889719 | 68465 | 10112195 | 10112195 | 5060748 |
Largest Losing Trade | -26836 | -15217 | -26836 | -2941330 | -2941330 | -2800112 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 123 | 113 | 131 | 123 | 113 | 131 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 10751 | 4793 | 5958 | 10751 | 4793 | 5958 |
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 | 309070 | 199672 | -291394 | -57059 | -611 | -585242 |
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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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