Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2241628.1249 | 2220188.5674 | 21439.5575 | 927491.7924 | 2130433.0012 | -1202941.2088 |
Total P&L (%) | 2241.6281 | 2220.1886 | 21.4396 | 927.4918 | 2130.433 | -1202.9412 |
Avg Daily Profit (%) | 1.0764 | 1.0661 | 0.0103 | 0.1119 | 0.1492 | 0 |
Buy And Hold Return (%) | 482.9989 | 482.9989 | 482.9989 | 482.9989 | 482.9989 | 482.9989 |
Max Trade Drawdown | -119314 | -85216 | -98779 | -3530270 | -2327968 | -2817454 |
Profit Factor | 3.7049 | 6.6212 | 1.0494 | 1.0533 | 1.2505 | 0.8645 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 33.0986 | 30.9859 | 35.2113 | 33.0986 | 30.9859 | 35.2113 |
Ratio Avg Win / Avg Loss | 7.4887 | 14.7471 | 1.9309 | 2.1291 | 2.7852 | 1.5908 |
Largest Winning Trade | 2095734 | 2095734 | 44632 | 4292953 | 4292953 | 1331944 |
Largest Losing Trade | -53151 | -36363 | -53151 | -1307346 | -1307346 | -1216036 |
Avg Bars in Trades | 174 | 160 | 188 | 174 | 160 | 188 |
Avg Bars in Winners | 369 | 350 | 387 | 369 | 350 | 387 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 24803 | 11401 | 13402 | 24803 | 11401 | 13402 |
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 | 446466 | -74119 | -602610 | -217495 | -88773 | -670709 |
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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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