Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2669004.4147 | 2618086.9738 | 50917.4409 | 188422.7448 | 1377128.5346 | -1188705.7898 |
Total P&L (%) | 2669.0044 | 2618.087 | 50.9174 | 188.4227 | 1377.1285 | -1188.7058 |
Avg Daily Profit (%) | 1.1495 | 1.1276 | 0.0219 | 0.0456 | 0.116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185133 | -200455 | -114546 | -3339035 | -2485276 | -2019139 |
Profit Factor | 3.4706 | 5.0275 | 1.1183 | 1.0193 | 1.2435 | 0.7104 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 42.1053 | 40 | 44.2308 | 42.1053 | 40 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.7721 | 7.5413 | 1.4101 | 1.4015 | 1.8652 | 0.8957 |
Largest Winning Trade | 2413868 | 2413868 | 68698 | 3364417 | 3364417 | 577833 |
Largest Losing Trade | -49928 | -34314 | -49928 | -836232 | -836232 | -751596 |
Avg Bars in Trades | 64 | 84 | 45 | 64 | 84 | 45 |
Avg Bars in Winners | 86 | 117 | 58 | 86 | 117 | 58 |
Avg Bars in Losers | 48 | 62 | 34 | 48 | 62 | 34 |
Bars Traded | 13519 | 8834 | 4685 | 13519 | 8834 | 4685 |
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 | 652733 | 615673 | -257709 | -333231 | -40983 | -583298 |
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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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