Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2420445.9112 | 2425372.2579 | -4926.3467 | -49571.8474 | -202255.8119 | 152683.9645 |
Total P&L (%) | 2420.4459 | 2425.3723 | -4.9263 | -49.5718 | -202.2558 | 152.684 |
Avg Daily Profit (%) | 1.3517 | 1.3545 | -0.0028 | -0.0382 | 0 | 0.0518 |
Buy And Hold Return (%) | 249.9177 | 249.9177 | 249.9177 | 249.9177 | 249.9177 | 249.9177 |
Max Trade Drawdown | -327292 | -283261 | -79881 | -4504496 | -4208681 | -492360 |
Profit Factor | 4.755 | 6.0705 | 0.9704 | 0.992 | 0.9616 | 1.1599 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 43.3735 | 36.5854 | 50 | 43.3735 | 36.5854 | 50 |
Ratio Avg Win / Avg Loss | 6.2079 | 10.5223 | 0.9704 | 1.2952 | 1.6668 | 1.1599 |
Largest Winning Trade | 2690133 | 2690133 | 25836 | 3987150 | 3987150 | 419560 |
Largest Losing Trade | -48984 | -48984 | -21026 | -2231203 | -2231203 | -264742 |
Avg Bars in Trades | 108 | 184 | 33 | 108 | 184 | 33 |
Avg Bars in Winners | 112 | 220 | 35 | 112 | 220 | 35 |
Avg Bars in Losers | 104 | 163 | 32 | 104 | 163 | 32 |
Bars Traded | 8981 | 7558 | 1423 | 8981 | 7558 | 1423 |
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 | 626601 | 611801 | -580734 | -582965 | -583181 | -334185 |
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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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