Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1848139.2238 | 1968995.7715 | -120856.5477 | -73880.0782 | 532123.2466 | -606003.3247 |
Total P&L (%) | 1848.1392 | 1968.9958 | -120.8565 | -73.8801 | 532.1232 | -606.0033 |
Avg Daily Profit (%) | 0.9958 | 1.0609 | -0.0651 | -0.0723 | 0.0994 | 0 |
Buy And Hold Return (%) | 249.2395 | 249.2395 | 249.2395 | 249.2395 | 249.2395 | 249.2395 |
Max Trade Drawdown | -185969 | -153683 | -111209 | -1812071 | -1297170 | -596356 |
Profit Factor | 3.3368 | 4.6899 | 0.5302 | 0.978 | 1.211 | 0.2749 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 37.3626 | 37.7778 | 36.9565 | 37.3626 | 37.7778 | 36.9565 |
Ratio Avg Win / Avg Loss | 5.5941 | 7.7245 | 0.9045 | 1.6396 | 1.9945 | 0.469 |
Largest Winning Trade | 1934459 | 1934459 | 25469 | 1747838 | 1747838 | 61275 |
Largest Losing Trade | -69020 | -69020 | -34425 | -522484 | -522484 | -124880 |
Avg Bars in Trades | 236 | 430 | 46 | 236 | 430 | 46 |
Avg Bars in Winners | 432 | 812 | 52 | 432 | 812 | 52 |
Avg Bars in Losers | 119 | 198 | 43 | 119 | 198 | 43 |
Bars Traded | 21527 | 19372 | 2155 | 21527 | 19372 | 2155 |
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 | 541592 | 585824 | -585776 | -582671 | -69878 | -585776 |
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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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