Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1857255.4999 | 1720503.9592 | 136751.5407 | 122768466.1506 | 126342366.895 | -3573900.7443 |
Total P&L (%) | 1857.2555 | 1720.504 | 136.7515 | 122768.4662 | 126342.3669 | -3573.9007 |
Avg Daily Profit (%) | 0.8212 | 0.7608 | 0.0605 | 0.3151 | 0.3163 | 0 |
Buy And Hold Return (%) | 8415.0401 | 8415.0401 | 8415.0401 | 8415.0401 | 8415.0401 | 8415.0401 |
Max Trade Drawdown | -81192 | -62657 | -63766 | -110934696 | -81739061 | -64941251 |
Profit Factor | 3.3549 | 5.2823 | 1.3534 | 1.2784 | 1.5936 | 0.9843 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 43.9394 | 40.404 | 47.4747 | 43.9394 | 40.404 | 47.4747 |
Ratio Avg Win / Avg Loss | 4.2804 | 7.7914 | 1.4974 | 1.631 | 2.3506 | 1.0891 |
Largest Winning Trade | 698183 | 698183 | 38134 | 122332251 | 122332251 | 36482008 |
Largest Losing Trade | -32616 | -32616 | -31950 | -49362975 | -19457604 | -49362975 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4464 | 2297 | 2167 | 4464 | 2297 | 2167 |
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 | -147220 | -148689 | -278542 | 325486 | 297971 | -580105 |
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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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