Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2348534.0623 | 2362957.888 | -14423.8256 | 181986.3516 | 1369792.4396 | -1187806.088 |
Total P&L (%) | 2348.5341 | 2362.9579 | -14.4238 | 181.9864 | 1369.7924 | -1187.8061 |
Avg Daily Profit (%) | 1.3118 | 1.3199 | -0.0081 | 0.0579 | 0.1502 | 0 |
Buy And Hold Return (%) | 332.0376 | 332.0376 | 332.0376 | 332.0376 | 332.0376 | 332.0376 |
Max Trade Drawdown | -303630 | -267864 | -52809 | -14758370 | -12493154 | -2737721 |
Profit Factor | 4.3165 | 5.3606 | 0.9132 | 1.01 | 1.0956 | 0.6893 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 36.0465 | 30.2326 | 41.8605 | 36.0465 | 30.2326 | 41.8605 |
Ratio Avg Win / Avg Loss | 7.6583 | 12.3706 | 1.2684 | 1.792 | 2.5282 | 0.9573 |
Largest Winning Trade | 1369130 | 1369130 | 24329 | 7541123 | 7541123 | 748536 |
Largest Losing Trade | -47493 | -47493 | -15318 | -4287711 | -4287711 | -987286 |
Avg Bars in Trades | 242 | 447 | 36 | 242 | 447 | 36 |
Avg Bars in Winners | 362 | 800 | 45 | 362 | 800 | 45 |
Avg Bars in Losers | 174 | 294 | 30 | 174 | 294 | 30 |
Bars Traded | 20813 | 19233 | 1580 | 20813 | 19233 | 1580 |
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 | 565465 | 505446 | -582225 | -494938 | -116426 | -583892 |
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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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