Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769324.8185 | 1873451.7688 | -104126.9504 | -21171.6257 | 1020411.8553 | -1041583.481 |
Total P&L (%) | 1769.3248 | 1873.4518 | -104.127 | -21.1716 | 1020.4119 | -1041.5835 |
Avg Daily Profit (%) | 0.7814 | 0.8274 | -0.046 | -0.0105 | 0.1068 | 0 |
Buy And Hold Return (%) | 282.2581 | 282.2581 | 282.2581 | 282.2581 | 282.2581 | 282.2581 |
Max Trade Drawdown | -210596 | -149752 | -120671 | -4371560 | -3474915 | -1076911 |
Profit Factor | 3.1681 | 4.6831 | 0.6613 | 0.9972 | 1.1908 | 0.5525 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 41.1111 | 42.2222 | 40 | 41.1111 | 42.2222 | 40 |
Ratio Avg Win / Avg Loss | 4.5381 | 6.4084 | 0.9919 | 1.4285 | 1.6295 | 0.8287 |
Largest Winning Trade | 1564717 | 1564717 | 42446 | 4183052 | 4183052 | 477131 |
Largest Losing Trade | -61077 | -54855 | -61077 | -2040270 | -2040270 | -731044 |
Avg Bars in Trades | 141 | 249 | 33 | 141 | 249 | 33 |
Avg Bars in Winners | 187 | 331 | 36 | 187 | 331 | 36 |
Avg Bars in Losers | 109 | 190 | 31 | 109 | 190 | 31 |
Bars Traded | 12754 | 11242 | 1512 | 12754 | 11242 | 1512 |
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 | 552855 | 631865 | -584600 | -582327 | -65106 | -584600 |
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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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