Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682963.9755 | 1655826.0526 | 27137.9228 | 532819.2176 | 891146.4139 | -358327.1963 |
Total P&L (%) | 1682.964 | 1655.8261 | 27.1379 | 532.8192 | 891.1464 | -358.3272 |
Avg Daily Profit (%) | 0.7731 | 0.7606 | 0.0125 | 0.0848 | 0.1054 | 0 |
Buy And Hold Return (%) | 507.8431 | 507.8431 | 507.8431 | 507.8431 | 507.8431 | 507.8431 |
Max Trade Drawdown | -148694 | -147507 | -61545 | -3951277 | -3174179 | -1432028 |
Profit Factor | 3.2107 | 4.014 | 1.1281 | 1.0569 | 1.1314 | 0.8611 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 38.7097 | 32.6087 | 44.6809 | 38.7097 | 32.6087 | 44.6809 |
Ratio Avg Win / Avg Loss | 5.0836 | 8.2955 | 1.3967 | 1.6735 | 2.3383 | 1.0661 |
Largest Winning Trade | 1152652 | 1152652 | 37206 | 3753850 | 3753850 | 442311 |
Largest Losing Trade | -56605 | -56605 | -37021 | -1433022 | -1433022 | -510459 |
Avg Bars in Trades | 66 | 119 | 15 | 66 | 119 | 15 |
Avg Bars in Winners | 93 | 200 | 16 | 93 | 200 | 16 |
Avg Bars in Losers | 50 | 79 | 14 | 50 | 79 | 14 |
Bars Traded | 6200 | 5480 | 720 | 6200 | 5480 | 720 |
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 | 435515 | 371945 | -423323 | -390763 | -141905 | -580820 |
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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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