Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1779371.2692 | 1751197.31 | 28173.9592 | 1311739.1155 | 1604601.1494 | -292862.0339 |
Total P&L (%) | 1779.3713 | 1751.1973 | 28.174 | 1311.7391 | 1604.6011 | -292.862 |
Avg Daily Profit (%) | 0.7488 | 0.737 | 0.0119 | 0.1115 | 0.1194 | 0 |
Buy And Hold Return (%) | 333.7859 | 333.7859 | 333.7859 | 333.7859 | 333.7859 | 333.7859 |
Max Trade Drawdown | -161935 | -180223 | -86278 | -3033646 | -2658258 | -1256559 |
Profit Factor | 3.7828 | 5.7173 | 1.1051 | 1.1453 | 1.2945 | 0.9182 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 37.5 | 31.8182 | 43.1818 | 37.5 | 31.8182 | 43.1818 |
Ratio Avg Win / Avg Loss | 6.3047 | 12.2513 | 1.454 | 1.9088 | 2.774 | 1.2082 |
Largest Winning Trade | 1517776 | 1517776 | 63621 | 3284602 | 3284602 | 1044459 |
Largest Losing Trade | -27695 | -27695 | -20247 | -772403 | -772403 | -524374 |
Avg Bars in Trades | 103 | 95 | 112 | 103 | 95 | 112 |
Avg Bars in Winners | 186 | 198 | 178 | 186 | 198 | 178 |
Avg Bars in Losers | 54 | 48 | 61 | 54 | 48 | 61 |
Bars Traded | 9146 | 4216 | 4930 | 9146 | 4216 | 4930 |
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 | 500110 | 459604 | -450333 | -110299 | -40525 | -581704 |
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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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