Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789748.3386 | 1719136.2027 | 70612.136 | 2860409.4657 | 6254860.0379 | -3394450.5722 |
Total P&L (%) | 1789.7483 | 1719.1362 | 70.6121 | 2860.4095 | 6254.86 | -3394.4506 |
Avg Daily Profit (%) | 0.7877 | 0.7567 | 0.0311 | 0.1492 | 0.1829 | 0 |
Buy And Hold Return (%) | 104.6875 | 104.6875 | 104.6875 | 104.6875 | 104.6875 | 104.6875 |
Max Trade Drawdown | -129890 | -81342 | -98877 | -11321770 | -6232592 | -6566727 |
Profit Factor | 3.6581 | 6.3343 | 1.2012 | 1.0998 | 1.461 | 0.7753 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 37.3626 | 34.7826 | 40 | 37.3626 | 34.7826 | 40 |
Ratio Avg Win / Avg Loss | 6.1327 | 11.8767 | 1.8017 | 1.8437 | 2.7395 | 1.1629 |
Largest Winning Trade | 1374510 | 1374510 | 49680 | 6252591 | 6252591 | 2164509 |
Largest Losing Trade | -51364 | -29314 | -51364 | -4253186 | -2939978 | -4253186 |
Avg Bars in Trades | 143 | 133 | 152 | 143 | 133 | 152 |
Avg Bars in Winners | 267 | 261 | 272 | 267 | 261 | 272 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 13035 | 6154 | 6880 | 13035 | 6154 | 6880 |
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 | 547211 | 557263 | -320377 | -107767 | 152153 | -582934 |
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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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