Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1858156.9021 | 1752223.3224 | 105933.5797 | 969263.8442 | -3090427.9489 | 4059691.7931 |
Total P&L (%) | 1858.1569 | 1752.2233 | 105.9336 | 969.2638 | -3090.4279 | 4059.6918 |
Avg Daily Profit (%) | 0.7845 | 0.7398 | 0.0447 | 0.1001 | 0 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112196 | -116999 | -55182 | -4901440 | -6032686 | -1328585 |
Profit Factor | 4.1679 | 5.3856 | 1.5664 | 1.0672 | 0.7239 | 2.2577 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 34.7826 | 32.6087 | 36.9565 | 34.7826 | 32.6087 | 36.9565 |
Ratio Avg Win / Avg Loss | 7.8148 | 11.1302 | 2.6721 | 2.001 | 1.4961 | 3.8513 |
Largest Winning Trade | 1723963 | 1723963 | 52664 | 1913569 | 1913569 | 1497373 |
Largest Losing Trade | -46747 | -46747 | -20247 | -1783319 | -1783319 | -616041 |
Avg Bars in Trades | 48 | 67 | 30 | 48 | 67 | 30 |
Avg Bars in Winners | 75 | 109 | 46 | 75 | 109 | 46 |
Avg Bars in Losers | 34 | 46 | 21 | 34 | 46 | 21 |
Bars Traded | 4485 | 3088 | 1397 | 4485 | 3088 | 1397 |
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 | 523656 | 505421 | -135347 | -210085 | -585801 | 251037 |
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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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