Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12298430.5615 | 12304793.8289 | -6363.2674 | 5240991.3312 | 6947066.4895 | -1706075.1582 |
Total P&L (%) | 12298.4306 | 12304.7938 | -6.3633 | 5240.9913 | 6947.0665 | -1706.0752 |
Avg Daily Profit (%) | 5.4154 | 5.4182 | -0.0028 | 0.1753 | 0.1875 | 0 |
Buy And Hold Return (%) | 7795.8678 | 7795.8678 | 7795.8678 | 7795.8678 | 7795.8678 | 7795.8678 |
Max Trade Drawdown | -232933 | -167982 | -78891 | -10511380 | -6901933 | -4227291 |
Profit Factor | 15.5829 | 29.8706 | 0.9847 | 1.1893 | 1.5329 | 0.8835 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 42.3581 | 37.7193 | 46.9565 | 42.3581 | 37.7193 | 46.9565 |
Ratio Avg Win / Avg Loss | 21.2056 | 49.3212 | 1.1124 | 1.6184 | 2.531 | 0.9981 |
Largest Winning Trade | 12168310 | 12168310 | 24078 | 10241140 | 10241140 | 1488034 |
Largest Losing Trade | -27278 | -25998 | -27278 | -2359086 | -1470540 | -2359086 |
Avg Bars in Trades | 56 | 82 | 31 | 56 | 82 | 31 |
Avg Bars in Winners | 78 | 138 | 31 | 78 | 138 | 31 |
Avg Bars in Losers | 40 | 49 | 30 | 40 | 49 | 30 |
Bars Traded | 13010 | 9421 | 3589 | 13010 | 9421 | 3589 |
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 | 467763 | 350835 | -580543 | -170913 | -160255 | -582210 |
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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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