Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2235092.4913 | 2264553.7784 | -29461.287 | 435431.7879 | 6174234.0301 | -5738802.2423 |
Total P&L (%) | 2235.0925 | 2264.5538 | -29.4613 | 435.4318 | 6174.234 | -5738.8022 |
Avg Daily Profit (%) | 1.0112 | 1.0245 | -0.0133 | 0.0759 | 0.1874 | 0 |
Buy And Hold Return (%) | 599.3981 | 599.3981 | 599.3981 | 599.3981 | 599.3981 | 599.3981 |
Max Trade Drawdown | -196154 | -125432 | -142926 | -12565633 | -6091107 | -6669654 |
Profit Factor | 3.2238 | 5.8441 | 0.9452 | 1.0156 | 1.4949 | 0.6296 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 40.7725 | 38.4615 | 43.1034 | 40.7725 | 38.4615 | 43.1034 |
Ratio Avg Win / Avg Loss | 4.683 | 9.3505 | 1.2477 | 1.4752 | 2.3919 | 0.8311 |
Largest Winning Trade | 2119072 | 2119072 | 41849 | 11562146 | 11562146 | 1179324 |
Largest Losing Trade | -36577 | -32600 | -36577 | -2813912 | -1367604 | -2813912 |
Avg Bars in Trades | 55 | 54 | 57 | 55 | 54 | 57 |
Avg Bars in Winners | 92 | 85 | 98 | 92 | 85 | 98 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 13041 | 6321 | 6720 | 13041 | 6321 | 6720 |
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 | 528438 | 526495 | -582039 | -463101 | 201103 | -583705 |
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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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