Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2269429.394 | 2219576.0519 | 49853.3421 | 1117691.3035 | 1323338.7666 | -205647.4631 |
Total P&L (%) | 2269.4294 | 2219.5761 | 49.8533 | 1117.6913 | 1323.3388 | -205.6475 |
Avg Daily Profit (%) | 1.0193 | 0.9969 | 0.0224 | 0.1123 | 0.1193 | 0 |
Buy And Hold Return (%) | 373.8149 | 373.8149 | 373.8149 | 373.8149 | 373.8149 | 373.8149 |
Max Trade Drawdown | -103291 | -98303 | -84753 | -4303544 | -4993801 | -2201651 |
Profit Factor | 3.3668 | 5.3139 | 1.1122 | 1.0452 | 1.0987 | 0.9818 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 45.4054 | 42.3913 | 48.3871 | 45.4054 | 42.3913 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.0482 | 7.2214 | 1.1863 | 1.2568 | 1.4931 | 1.0473 |
Largest Winning Trade | 2102462 | 2102462 | 45687 | 5101434 | 5101434 | 1310127 |
Largest Losing Trade | -33748 | -27299 | -33748 | -1803562 | -1126456 | -1803562 |
Avg Bars in Trades | 70 | 86 | 53 | 70 | 86 | 53 |
Avg Bars in Winners | 92 | 118 | 69 | 92 | 118 | 69 |
Avg Bars in Losers | 51 | 63 | 38 | 51 | 63 | 38 |
Bars Traded | 12973 | 7991 | 4981 | 12973 | 7991 | 4981 |
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 | 660847 | 625908 | -426774 | -217343 | -151100 | -580044 |
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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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