Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068037.4409 | 938859.4501 | 129177.9908 | 10499272.5723 | 11388873.6396 | -889601.0673 |
Total P&L (%) | 1068.0374 | 938.8595 | 129.178 | 10499.2726 | 11388.8736 | -889.6011 |
Avg Daily Profit (%) | 0.5863 | 0.5154 | 0.0709 | 0.2563 | 0.2607 | 0 |
Buy And Hold Return (%) | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 | 420.9868 |
Max Trade Drawdown | -85282 | -74134 | -84204 | -19227862 | -15353729 | -8540211 |
Profit Factor | 2.2707 | 3.2249 | 1.3087 | 1.1548 | 1.3302 | 0.9733 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 42.1569 | 39.2157 | 45.098 | 42.1569 | 39.2157 | 45.098 |
Ratio Avg Win / Avg Loss | 3.1156 | 4.9986 | 1.5931 | 1.5845 | 2.0619 | 1.1849 |
Largest Winning Trade | 285822 | 285822 | 63615 | 11779488 | 11779488 | 4467948 |
Largest Losing Trade | -41932 | -18647 | -41932 | -4736205 | -3415571 | -4736205 |
Avg Bars in Trades | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7161 | 3515 | 3645 | 7161 | 3515 | 3645 |
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 | 365652 | 254386 | -264979 | -42596 | 196574 | -581300 |
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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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