Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408231.8003 | 1268665.5857 | 139566.2145 | 2846263.5315 | -1893153.6971 | 4739417.2286 |
Total P&L (%) | 1408.2318 | 1268.6656 | 139.5662 | 2846.2635 | -1893.1537 | 4739.4172 |
Avg Daily Profit (%) | 0.5906 | 0.532 | 0.0585 | 0.142 | 0 | 0.1628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163570 | -145467 | -76011 | -9094137 | -8240650 | -1851434 |
Profit Factor | 3.1596 | 4.4491 | 1.491 | 1.157 | 0.8555 | 1.9425 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 44.4444 | 54.5455 | 49.4382 | 44.4444 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.2314 | 5.5614 | 1.2425 | 1.1833 | 1.0694 | 1.6187 |
Largest Winning Trade | 782923 | 782923 | 49826 | 5335266 | 5335266 | 3174312 |
Largest Losing Trade | -50931 | -50931 | -42074 | -3040978 | -3040978 | -1589326 |
Avg Bars in Trades | 49 | 55 | 42 | 49 | 55 | 42 |
Avg Bars in Winners | 62 | 67 | 59 | 62 | 67 | 59 |
Avg Bars in Losers | 36 | 46 | 23 | 36 | 46 | 23 |
Bars Traded | 4406 | 2518 | 1888 | 4406 | 2518 | 1888 |
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 | 627592 | 582199 | -112866 | -50890 | -581205 | 434047 |
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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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