Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2922899.712 | 2871355.5358 | 51544.1762 | 822686.6217 | -447680.2301 | 1270366.8518 |
Total P&L (%) | 2922.8997 | 2871.3555 | 51.5442 | 822.6866 | -447.6802 | 1270.3669 |
Avg Daily Profit (%) | 1.5763 | 1.5485 | 0.0278 | 0.1199 | 0 | 0.1413 |
Buy And Hold Return (%) | 122.5111 | 122.5111 | 122.5111 | 122.5111 | 122.5111 | 122.5111 |
Max Trade Drawdown | -174383 | -171316 | -30161 | -2926913 | -3231211 | -388821 |
Profit Factor | 5.6063 | 6.5249 | 1.4489 | 1.0704 | 0.9552 | 1.7567 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 41 | 14 | 27 | 41 | 14 | 27 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 36.9369 | 25.4545 | 48.2143 | 36.9369 | 25.4545 | 48.2143 |
Ratio Avg Win / Avg Loss | 9.5718 | 19.1087 | 1.5562 | 1.8276 | 2.7975 | 1.8869 |
Largest Winning Trade | 2582684 | 2582684 | 20720 | 2319273 | 2319273 | 518893 |
Largest Losing Trade | -47307 | -47307 | -16969 | -1436784 | -1436784 | -232606 |
Avg Bars in Trades | 48 | 93 | 4 | 48 | 93 | 4 |
Avg Bars in Winners | 89 | 251 | 5 | 89 | 251 | 5 |
Avg Bars in Losers | 24 | 39 | 2 | 24 | 39 | 2 |
Bars Traded | 5354 | 5121 | 233 | 5354 | 5121 | 233 |
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 | 622594 | -185800 | -499888 | -179427 | -786144 | -181177 |
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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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