Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1868000.4727 | 1751526.6487 | 116473.824 | 2042514.5876 | -305504.1073 | 2348018.6949 |
Total P&L (%) | 1868.0005 | 1751.5266 | 116.4738 | 2042.5146 | -305.5041 | 2348.0187 |
Avg Daily Profit (%) | 1.0065 | 0.9437 | 0.0628 | 0.1653 | 0 | 0.1724 |
Buy And Hold Return (%) | 82.1337 | 82.1337 | 82.1337 | 82.1337 | 82.1337 | 82.1337 |
Max Trade Drawdown | -113265 | -102809 | -87655 | -6991868 | -6320779 | -2428608 |
Profit Factor | 3.527 | 5.7517 | 1.3143 | 1.0639 | 0.9813 | 1.1504 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Losing Trades | 127 | 70 | 57 | 127 | 70 | 57 |
Profitability (%) | 46.8619 | 41.6667 | 52.1008 | 46.8619 | 41.6667 | 52.1008 |
Ratio Avg Win / Avg Loss | 3.9994 | 8.0524 | 1.2083 | 1.2064 | 1.3738 | 1.0576 |
Largest Winning Trade | 1698616 | 1698616 | 62768 | 4556825 | 4556825 | 1881949 |
Largest Losing Trade | -26492 | -18241 | -26492 | -1310756 | -1084652 | -1310756 |
Avg Bars in Trades | 45 | 36 | 53 | 45 | 36 | 53 |
Avg Bars in Winners | 63 | 49 | 75 | 63 | 49 | 75 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 10765 | 4340 | 6425 | 10765 | 4340 | 6425 |
Profit Streak | 0 | 0 | 13.4371 | 0 | 0 | 13.4371 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 723248 | 653788 | -144026 | -142437 | -582587 | -46697 |
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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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