Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2245087.5263 | 2149536.9272 | 95550.599 | 1098645.198 | -226453.3443 | 1325098.5423 |
Total P&L (%) | 2245.0875 | 2149.5369 | 95.5506 | 1098.6452 | -226.4533 | 1325.0985 |
Avg Daily Profit (%) | 1.2112 | 1.1596 | 0.0515 | 0.1341 | 0 | 0.1434 |
Buy And Hold Return (%) | 61.2577 | 61.2577 | 61.2577 | 61.2577 | 61.2577 | 61.2577 |
Max Trade Drawdown | -179548 | -154357 | -79835 | -13226452 | -9325134 | -5703919 |
Profit Factor | 5.3204 | 7.7368 | 1.4764 | 1.0433 | 0.9824 | 1.1061 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 36.3636 | 27.2727 | 45.4545 | 36.3636 | 27.2727 | 45.4545 |
Ratio Avg Win / Avg Loss | 9.3106 | 20.6316 | 1.7716 | 1.8258 | 2.6198 | 1.3273 |
Largest Winning Trade | 1999737 | 1999737 | 47959 | 6653194 | 6653194 | 4182039 |
Largest Losing Trade | -48044 | -48044 | -40732 | -4440779 | -1591551 | -4440779 |
Avg Bars in Trades | 116 | 174 | 59 | 116 | 174 | 59 |
Avg Bars in Winners | 149 | 256 | 85 | 149 | 256 | 85 |
Avg Bars in Losers | 98 | 143 | 37 | 98 | 143 | 37 |
Bars Traded | 10292 | 7681 | 2611 | 10292 | 7681 | 2611 |
Profit Streak | 115.6495 | 0 | 160.4828 | 115.6495 | 0 | 160.4828 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613741 | 81607 | -132759 | -189888 | -597739 | -106117 |
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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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