Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4277706.3073 | 4185088.4832 | 92617.8241 | 1559958.985 | -1987467.3692 | 3547426.3543 |
Total P&L (%) | 4277.7063 | 4185.0885 | 92.6178 | 1559.959 | -1987.4674 | 3547.4264 |
Avg Daily Profit (%) | 1.9217 | 1.8801 | 0.0416 | 0.1263 | 0 | 0.1617 |
Buy And Hold Return (%) | 157.551 | 157.551 | 157.551 | 157.551 | 157.551 | 157.551 |
Max Trade Drawdown | -109405 | -99606 | -50127 | -7960873 | -9253891 | -1645496 |
Profit Factor | 6.3749 | 8.2879 | 1.4179 | 1.0436 | 0.925 | 1.3814 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 132 | 74 | 58 | 132 | 74 | 58 |
Profitability (%) | 42.8571 | 35.6522 | 50 | 42.8571 | 35.6522 | 50 |
Ratio Avg Win / Avg Loss | 8.4999 | 14.9587 | 1.4179 | 1.3914 | 1.6695 | 1.3814 |
Largest Winning Trade | 4164269 | 4164269 | 21769 | 5615137 | 5615137 | 950782 |
Largest Losing Trade | -53955 | -53955 | -17840 | -2382442 | -2382442 | -1220755 |
Avg Bars in Trades | 17 | 32 | 3 | 17 | 32 | 3 |
Avg Bars in Winners | 25 | 56 | 3 | 25 | 56 | 3 |
Avg Bars in Losers | 11 | 18 | 2 | 11 | 18 | 2 |
Bars Traded | 4082 | 3697 | 386 | 4082 | 3697 | 386 |
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 | 769564 | 604932 | -302271 | -197889 | -583828 | 299647 |
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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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