Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461651.9048 | 1389840.1306 | 71811.7742 | 5129518.327 | 5499742.9617 | -370224.6347 |
Total P&L (%) | 1461.6519 | 1389.8401 | 71.8118 | 5129.5183 | 5499.743 | -370.2246 |
Avg Daily Profit (%) | 0.8054 | 0.7659 | 0.0396 | 0.2183 | 0.2221 | 0 |
Buy And Hold Return (%) | 601.0436 | 601.0436 | 601.0436 | 601.0436 | 601.0436 | 601.0436 |
Max Trade Drawdown | -113120 | -73538 | -68032 | -6546492 | -3425140 | -3704168 |
Profit Factor | 2.8764 | 4.8743 | 1.1709 | 1.1838 | 1.4175 | 0.9749 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Profitability (%) | 31.8408 | 27 | 36.6337 | 31.8408 | 27 | 36.6337 |
Ratio Avg Win / Avg Loss | 6.1572 | 13.1787 | 2.0253 | 2.534 | 3.8324 | 1.6863 |
Largest Winning Trade | 888075 | 888075 | 76517 | 4819535 | 4819535 | 2476132 |
Largest Losing Trade | -31251 | -18236 | -31251 | -2344693 | -1006644 | -2344693 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 82 | 83 | 82 | 82 | 83 | 82 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 7166 | 3190 | 3976 | 7166 | 3190 | 3976 |
Profit Streak | 0 | 5.8087 | 0 | 0 | 5.8087 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311135 | -4816 | -342757 | -15089 | -10447 | -583483 |
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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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