Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941870.5704 | 869258.1723 | 72612.3981 | 3931159.8445 | 5234512.0786 | -1303352.2341 |
Total P&L (%) | 941.8706 | 869.2582 | 72.6124 | 3931.1598 | 5234.5121 | -1303.3522 |
Avg Daily Profit (%) | 0.3767 | 0.3477 | 0.029 | 0.148 | 0.1592 | 0 |
Buy And Hold Return (%) | 618.817 | 618.817 | 618.817 | 618.817 | 618.817 | 618.817 |
Max Trade Drawdown | -157625 | -121614 | -77471 | -4162015 | -3355781 | -2665707 |
Profit Factor | 2.0207 | 2.551 | 1.2004 | 1.2128 | 1.4581 | 0.8149 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 52.2124 | 53.0973 | 51.3274 | 52.2124 | 53.0973 | 51.3274 |
Ratio Avg Win / Avg Loss | 1.8495 | 2.2534 | 1.1383 | 1.1101 | 1.288 | 0.7728 |
Largest Winning Trade | 294386 | 294386 | 49977 | 3959544 | 3959544 | 998170 |
Largest Losing Trade | -41652 | -41652 | -27644 | -2009056 | -2009056 | -1327209 |
Avg Bars in Trades | 43 | 53 | 32 | 43 | 53 | 32 |
Avg Bars in Winners | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Losers | 34 | 44 | 25 | 34 | 44 | 25 |
Bars Traded | 9826 | 6099 | 3727 | 9826 | 6099 | 3727 |
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 | 172187 | -25556 | -320463 | 197986 | 319920 | -580859 |
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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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