Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244181.9364 | 1052518.136 | 191663.8004 | 33606896.2517 | 20501760.144 | 13105136.1077 |
Total P&L (%) | 1244.1819 | 1052.5181 | 191.6638 | 33606.8963 | 20501.7601 | 13105.1361 |
Avg Daily Profit (%) | 0.6816 | 0.5766 | 0.105 | 0.3193 | 0.2923 | 0.2679 |
Buy And Hold Return (%) | 720.7805 | 720.7805 | 720.7805 | 720.7805 | 720.7805 | 720.7805 |
Max Trade Drawdown | -119517 | -107360 | -52893 | -22757036 | -23125589 | -10406532 |
Profit Factor | 2.4319 | 3.1037 | 1.52 | 1.2542 | 1.2475 | 1.2654 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 106 | 45 | 61 | 106 | 45 | 61 |
Losing Trades | 101 | 58 | 43 | 101 | 58 | 43 |
Profitability (%) | 51.2077 | 43.6893 | 58.6538 | 51.2077 | 43.6893 | 58.6538 |
Ratio Avg Win / Avg Loss | 2.3172 | 4.0003 | 1.0715 | 1.195 | 1.6079 | 0.892 |
Largest Winning Trade | 296824 | 296824 | 42623 | 19621999 | 19621999 | 6925688 |
Largest Losing Trade | -67679 | -67679 | -20354 | -13389232 | -13389232 | -8399484 |
Avg Bars in Trades | 17 | 26 | 8 | 17 | 26 | 8 |
Avg Bars in Winners | 21 | 36 | 9 | 21 | 36 | 9 |
Avg Bars in Losers | 13 | 18 | 6 | 13 | 18 | 6 |
Bars Traded | 3558 | 2715 | 842 | 3558 | 2715 | 842 |
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 | 345270 | -7859 | -216043 | 373665 | 260805 | 286050 |
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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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