Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1964235.3536 | 1961445.6295 | 2789.7241 | 537979.4984 | -610791.3553 | 1148770.8537 |
Total P&L (%) | 1964.2354 | 1961.4456 | 2.7897 | 537.9795 | -610.7914 | 1148.7709 |
Avg Daily Profit (%) | 1.0982 | 1.0967 | 0.0016 | 0.1037 | 0 | 0.1413 |
Buy And Hold Return (%) | 296.9947 | 296.9947 | 296.9947 | 296.9947 | 296.9947 | 296.9947 |
Max Trade Drawdown | -193466 | -179644 | -104996 | -4236320 | -4061654 | -1221623 |
Profit Factor | 2.8897 | 4.8034 | 1.0053 | 1.0474 | 0.9022 | 1.2256 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 37.1041 | 33.3333 | 40.9091 | 37.1041 | 33.3333 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.8984 | 9.6068 | 1.4521 | 1.7756 | 1.8044 | 1.7703 |
Largest Winning Trade | 1837377 | 1837377 | 57947 | 1854438 | 1854438 | 986600 |
Largest Losing Trade | -38097 | -28812 | -38097 | -689763 | -689763 | -601422 |
Avg Bars in Trades | 95 | 88 | 102 | 95 | 88 | 102 |
Avg Bars in Winners | 186 | 176 | 195 | 186 | 176 | 195 |
Avg Bars in Losers | 42 | 44 | 39 | 42 | 44 | 39 |
Bars Traded | 21137 | 9810 | 11327 | 21137 | 9810 | 11327 |
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 | 533737 | 506523 | -574969 | -233399 | -584740 | -9440 |
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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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