Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2271985.4843 | 2293541.1603 | -21555.676 | 570821.7461 | 5594829.8477 | -5024008.1016 |
Total P&L (%) | 2271.9855 | 2293.5412 | -21.5557 | 570.8217 | 5594.8298 | -5024.0081 |
Avg Daily Profit (%) | 1.0279 | 1.0376 | -0.0098 | 0.0861 | 0.183 | 0 |
Buy And Hold Return (%) | 864.201 | 864.201 | 864.201 | 864.201 | 864.201 | 864.201 |
Max Trade Drawdown | -133499 | -94318 | -105349 | -10977224 | -5953525 | -5942079 |
Profit Factor | 2.7011 | 4.5679 | 0.9689 | 1.0166 | 1.3505 | 0.7263 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 220 | 112 | 108 | 220 | 112 | 108 |
Profitability (%) | 43.4447 | 42.5641 | 44.3299 | 43.4447 | 42.5641 | 44.3299 |
Ratio Avg Win / Avg Loss | 3.5162 | 6.1638 | 1.2167 | 1.3234 | 1.8223 | 0.9121 |
Largest Winning Trade | 2093767 | 2093767 | 48556 | 9305684 | 9305684 | 1460802 |
Largest Losing Trade | -47541 | -30201 | -47541 | -4261402 | -1313927 | -4261402 |
Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Winners | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 13043 | 6320 | 6724 | 13043 | 6320 | 6724 |
Profit Streak | 0 | 0 | 17.2981 | 0 | 0 | 17.2981 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524169 | 540187 | -580287 | -446052 | 238288 | -581953 |
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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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