Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2012951.23 | 2116725.8901 | -103774.6601 | -33058.2006 | 1009410.2383 | -1042468.4389 |
Total P&L (%) | 2012.9512 | 2116.7259 | -103.7747 | -33.0582 | 1009.4102 | -1042.4684 |
Avg Daily Profit (%) | 0.9039 | 0.9505 | -0.0466 | -0.018 | 0.1081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198295 | -124096 | -165957 | -2065128 | -1047642 | -1079447 |
Profit Factor | 3.0167 | 5.2338 | 0.7917 | 0.9908 | 1.5498 | 0.4095 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Losing Trades | 128 | 59 | 69 | 128 | 59 | 69 |
Profitability (%) | 43.1111 | 47.3214 | 38.9381 | 43.1111 | 47.3214 | 38.9381 |
Ratio Avg Win / Avg Loss | 3.9808 | 5.8263 | 1.2415 | 1.3075 | 1.7253 | 0.6422 |
Largest Winning Trade | 2165672 | 2165672 | 51168 | 2037967 | 2037967 | 108390 |
Largest Losing Trade | -40112 | -40112 | -37192 | -557696 | -471503 | -557696 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 54 | 42 | 69 | 54 | 42 | 69 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 8560 | 3658 | 4901 | 8560 | 3658 | 4901 |
Profit Streak | 0 | 17.4388 | 0 | 0 | 17.4388 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 630610 | 739190 | -583666 | -580612 | -46244 | -585333 |
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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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