Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2361921.5091 | 2400283.0028 | -38361.4938 | 286123.4919 | 622217.2562 | -336093.7644 |
Total P&L (%) | 2361.9215 | 2400.283 | -38.3615 | 286.1235 | 622.2173 | -336.0938 |
Avg Daily Profit (%) | 0.9955 | 1.0117 | -0.0162 | 0.057 | 0.0834 | 0 |
Buy And Hold Return (%) | 712.0418 | 712.0418 | 712.0418 | 712.0418 | 712.0418 | 712.0418 |
Max Trade Drawdown | -193964 | -212092 | -106545 | -4542707 | -4301919 | -1646578 |
Profit Factor | 3.2284 | 4.5974 | 0.9023 | 1.0245 | 1.0756 | 0.9029 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 46.9945 | 45.0549 | 48.913 | 46.9945 | 45.0549 | 48.913 |
Ratio Avg Win / Avg Loss | 3.6414 | 5.6066 | 0.9424 | 1.1555 | 1.3117 | 0.943 |
Largest Winning Trade | 2014995 | 2014995 | 29912 | 4596422 | 4596422 | 578194 |
Largest Losing Trade | -55414 | -55414 | -25213 | -2482083 | -2482083 | -807099 |
Avg Bars in Trades | 77 | 124 | 30 | 77 | 124 | 30 |
Avg Bars in Winners | 88 | 149 | 32 | 88 | 149 | 32 |
Avg Bars in Losers | 67 | 103 | 28 | 67 | 103 | 28 |
Bars Traded | 14103 | 11291 | 2812 | 14103 | 11291 | 2812 |
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 | 592807 | 570023 | -581509 | -476458 | -386615 | -581509 |
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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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