Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3083521.333 | 2972359.1754 | 111162.1575 | 4227854.7961 | -287289.5501 | 4515144.3462 |
Total P&L (%) | 3083.5213 | 2972.3592 | 111.1622 | 4227.8548 | -287.2896 | 4515.1443 |
Avg Daily Profit (%) | 1.6661 | 1.606 | 0.0601 | 0.2038 | 0 | 0.2073 |
Buy And Hold Return (%) | 208.5304 | 208.5304 | 208.5304 | 208.5304 | 208.5304 | 208.5304 |
Max Trade Drawdown | -121077 | -86511 | -82195 | -6518330 | -8383580 | -2667320 |
Profit Factor | 5.0332 | 7.9222 | 1.3317 | 1.1309 | 0.9857 | 1.3685 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 34.359 | 30.9278 | 37.7551 | 34.359 | 30.9278 | 37.7551 |
Ratio Avg Win / Avg Loss | 9.6157 | 17.6929 | 2.1955 | 2.1606 | 2.2013 | 2.2561 |
Largest Winning Trade | 2730701 | 2730701 | 60426 | 6136020 | 6136020 | 3000956 |
Largest Losing Trade | -30496 | -30496 | -23945 | -1551835 | -1551835 | -825624 |
Avg Bars in Trades | 36 | 50 | 23 | 36 | 50 | 23 |
Avg Bars in Winners | 70 | 112 | 36 | 70 | 112 | 36 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 7157 | 4861 | 2297 | 7157 | 4861 | 2297 |
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 | 600316 | 528536 | -281888 | -72388 | -585712 | 177704 |
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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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