Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1760421.3121 | 1620960.962 | 139460.3501 | 15711852.4937 | 12681295.23 | 3030557.2637 |
Total P&L (%) | 1760.4213 | 1620.961 | 139.4604 | 15711.8525 | 12681.2952 | 3030.5573 |
Avg Daily Profit (%) | 0.97 | 0.8932 | 0.0768 | 0.2794 | 0.2676 | 0.1899 |
Buy And Hold Return (%) | 597.0897 | 597.0897 | 597.0897 | 597.0897 | 597.0897 | 597.0897 |
Max Trade Drawdown | -100971 | -56554 | -62623 | -12063100 | -9687635 | -8036301 |
Profit Factor | 3.1953 | 5.0405 | 1.348 | 1.233 | 1.359 | 1.0944 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 30.6306 | 30.6306 | 30.6306 | 30.6306 | 30.6306 | 30.6306 |
Ratio Avg Win / Avg Loss | 7.2365 | 11.4152 | 3.0529 | 2.7925 | 3.0778 | 2.4785 |
Largest Winning Trade | 1061136 | 1061136 | 63760 | 13201975 | 13201975 | 5330131 |
Largest Losing Trade | -19075 | -19075 | -17855 | -3646312 | -3646312 | -3388993 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 115 | 105 | 124 | 115 | 105 | 124 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 10745 | 4955 | 5790 | 10745 | 4955 | 5790 |
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 | 356144 | 356956 | -262426 | 112728 | 85683 | -116696 |
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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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