Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4279994.2748 | 4371519.8459 | -91525.571 | 340012.2388 | 436265.5401 | -96253.3012 |
Total P&L (%) | 4279.9943 | 4371.5198 | -91.5256 | 340.0122 | 436.2655 | -96.2533 |
Avg Daily Profit (%) | 2.1792 | 2.2258 | -0.0466 | 0.0755 | 0.0855 | -0.1671 |
Buy And Hold Return (%) | 2143.6428 | 2143.6428 | 2143.6428 | 2143.6428 | 2143.6428 | 2143.6428 |
Max Trade Drawdown | -228886 | -94852 | -200042 | -1012883 | -467859 | -687163 |
Profit Factor | 5.4909 | 10.9242 | 0.8214 | 1.1161 | 1.3181 | 0.9382 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Profitability (%) | 46.1165 | 50.4854 | 41.7476 | 46.1165 | 50.4854 | 41.7476 |
Ratio Avg Win / Avg Loss | 6.4156 | 10.7141 | 1.1462 | 1.3041 | 1.2928 | 1.3091 |
Largest Winning Trade | 4277260 | 4277260 | 57947 | 436380 | 356081 | 436380 |
Largest Losing Trade | -59269 | -59269 | -55803 | -276664 | -191663 | -276664 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3600 | 1970 | 1630 | 3600 | 1970 | 1630 |
Profit Streak | 0 | 0 | 501.2991 | 0 | 0 | 501.2991 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556289 | 589174 | -581362 | -350943 | -244263 | -581362 |
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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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