Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2134994.4121 | 2177585.9646 | -42591.5525 | 85599.5495 | 4647112.7557 | -4561513.2062 |
Total P&L (%) | 2134.9944 | 2177.586 | -42.5916 | 85.5995 | 4647.1128 | -4561.5132 |
Avg Daily Profit (%) | 0.9608 | 0.98 | -0.0192 | 0.0278 | 0.1739 | 0 |
Buy And Hold Return (%) | 486.4803 | 486.4803 | 486.4803 | 486.4803 | 486.4803 | 486.4803 |
Max Trade Drawdown | -213997 | -124243 | -141129 | -6399805 | -1901982 | -4647179 |
Profit Factor | 3.5662 | 6.7973 | 0.9067 | 1.0091 | 2.5109 | 0.2778 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 29.4118 | 27.6316 | 31.1688 | 29.4118 | 27.6316 | 31.1688 |
Ratio Avg Win / Avg Loss | 8.5589 | 17.8025 | 2.0022 | 2.4219 | 6.5761 | 0.6135 |
Largest Winning Trade | 2135988 | 2135988 | 53368 | 6290885 | 6290885 | 281927 |
Largest Losing Trade | -61591 | -37670 | -61591 | -4056038 | -952820 | -4056038 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 4058 | 1932 | 2126 | 4058 | 1932 | 2126 |
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 | 319734 | -47345 | -627003 | -540150 | -54796 | -629781 |
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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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