Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2184188.0527 | 2211844.1941 | -27656.1414 | 9102.2661 | 1030575.2337 | -1021472.9676 |
Total P&L (%) | 2184.1881 | 2211.8442 | -27.6561 | 9.1023 | 1030.5752 | -1021.473 |
Avg Daily Profit (%) | 1.1752 | 1.1901 | -0.0149 | 0.0047 | 0.1306 | 0 |
Buy And Hold Return (%) | 93.8706 | 93.8706 | 93.8706 | 93.8706 | 93.8706 | 93.8706 |
Max Trade Drawdown | -271591 | -223669 | -75188 | -5818938 | -4196088 | -1933462 |
Profit Factor | 3.4853 | 5.0375 | 0.9165 | 1.0008 | 1.1415 | 0.7643 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 90 | 35 | 55 | 90 | 35 | 55 |
Losing Trades | 108 | 64 | 44 | 108 | 64 | 44 |
Profitability (%) | 45.4545 | 35.3535 | 55.5556 | 45.4545 | 35.3535 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.1824 | 9.2115 | 0.7332 | 1.2009 | 2.0873 | 0.6114 |
Largest Winning Trade | 2201423 | 2201423 | 52034 | 3984693 | 3984693 | 604713 |
Largest Losing Trade | -36365 | -36365 | -33767 | -1705951 | -946783 | -1705951 |
Avg Bars in Trades | 36 | 46 | 26 | 36 | 46 | 26 |
Avg Bars in Winners | 45 | 64 | 33 | 45 | 64 | 33 |
Avg Bars in Losers | 28 | 36 | 16 | 28 | 36 | 16 |
Bars Traded | 7162 | 4559 | 2603 | 7162 | 4559 | 2603 |
Profit Streak | 0 | 9.6142 | 0 | 0 | 9.6142 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 699382 | 576222 | -580070 | -572729 | -87349 | -580070 |
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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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