Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1327295.5314 | 1332221.7033 | -4926.1719 | 59215.289 | 506449.3666 | -447234.0775 |
Total P&L (%) | 1327.2955 | 1332.2217 | -4.9262 | 59.2153 | 506.4494 | -447.2341 |
Avg Daily Profit (%) | 0.7142 | 0.7169 | -0.0027 | 0.025 | 0.097 | 0 |
Buy And Hold Return (%) | 55.444 | 55.444 | 55.444 | 55.444 | 55.444 | 55.444 |
Max Trade Drawdown | -133109 | -104208 | -118664 | -1032847 | -588670 | -793985 |
Profit Factor | 2.4888 | 3.8053 | 0.9882 | 1.0142 | 1.2392 | 0.7833 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 35.8744 | 34.8214 | 36.9369 | 35.8744 | 34.8214 | 36.9369 |
Ratio Avg Win / Avg Loss | 4.4487 | 7.1228 | 1.6871 | 1.8128 | 2.3195 | 1.3374 |
Largest Winning Trade | 1394484 | 1394484 | 46606 | 1112298 | 1112298 | 189749 |
Largest Losing Trade | -24789 | -20604 | -24789 | -278354 | -118370 | -278354 |
Avg Bars in Trades | 97 | 89 | 105 | 97 | 89 | 105 |
Avg Bars in Winners | 179 | 161 | 196 | 179 | 161 | 196 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 21675 | 9989 | 11686 | 21675 | 9989 | 11686 |
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 | 462612 | 475755 | -583339 | -512215 | -68338 | -584450 |
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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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