Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1762967.0399 | 1749424.2736 | 13542.7663 | 141198.4145 | -68021.2903 | 209219.7048 |
Total P&L (%) | 1762.967 | 1749.4243 | 13.5428 | 141.1984 | -68.0213 | 209.2197 |
Avg Daily Profit (%) | 0.9444 | 0.9372 | 0.0073 | 0.0472 | -0.0611 | 0.0605 |
Buy And Hold Return (%) | 35.8854 | 35.8854 | 35.8854 | 35.8854 | 35.8854 | 35.8854 |
Max Trade Drawdown | -183190 | -181851 | -53040 | -5021522 | -4833891 | -686567 |
Profit Factor | 4.0141 | 4.9851 | 1.0928 | 1.0143 | 0.9915 | 1.1118 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 54.023 | 44.186 | 63.6364 | 54.023 | 44.186 | 63.6364 |
Ratio Avg Win / Avg Loss | 3.4163 | 6.2969 | 0.6245 | 0.8633 | 1.2524 | 0.6353 |
Largest Winning Trade | 1765418 | 1765418 | 20950 | 3324393 | 3324393 | 287477 |
Largest Losing Trade | -41546 | -41546 | -30043 | -2157802 | -2157802 | -550357 |
Avg Bars in Trades | 59 | 107 | 12 | 59 | 107 | 12 |
Avg Bars in Winners | 55 | 121 | 10 | 55 | 121 | 10 |
Avg Bars in Losers | 64 | 96 | 17 | 64 | 96 | 17 |
Bars Traded | 5190 | 4626 | 564 | 5190 | 4626 | 564 |
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 | 760218 | 678921 | -466900 | -337867 | -581321 | -210006 |
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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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