Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2960266.0506 | 2868964.0495 | 91302.0011 | 3346807.2552 | 9832416.7192 | -6485609.464 |
Total P&L (%) | 2960.2661 | 2868.9641 | 91.302 | 3346.8073 | 9832.4167 | -6485.6095 |
Avg Daily Profit (%) | 1.4209 | 1.3771 | 0.0438 | 0.1701 | 0.221 | 0 |
Buy And Hold Return (%) | 84.2315 | 84.2315 | 84.2315 | 84.2315 | 84.2315 | 84.2315 |
Max Trade Drawdown | -136359 | -95202 | -134366 | -14521699 | -7869456 | -9309004 |
Profit Factor | 5.079 | 8.3229 | 1.2734 | 1.0806 | 1.4443 | 0.666 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 31.8681 | 28.2609 | 35.5556 | 31.8681 | 28.2609 | 35.5556 |
Ratio Avg Win / Avg Loss | 10.8586 | 21.1273 | 2.308 | 2.3102 | 3.6663 | 1.2071 |
Largest Winning Trade | 2491896 | 2491896 | 82664 | 16250139 | 16250139 | 2357655 |
Largest Losing Trade | -44001 | -44001 | -43085 | -4928252 | -4001243 | -4928252 |
Avg Bars in Trades | 271 | 239 | 304 | 271 | 239 | 304 |
Avg Bars in Winners | 606 | 573 | 633 | 606 | 573 | 633 |
Avg Bars in Losers | 115 | 108 | 123 | 115 | 108 | 123 |
Bars Traded | 24724 | 11016 | 13708 | 24724 | 11016 | 13708 |
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 | 530977 | 245734 | -278554 | -129828 | -5075 | -584662 |
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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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