Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397426.3587 | 1299678.511 | 97747.8477 | 1609179.1565 | -469103.6741 | 2078282.8306 |
Total P&L (%) | 1397.4264 | 1299.6785 | 97.7478 | 1609.1792 | -469.1037 | 2078.2828 |
Avg Daily Profit (%) | 0.7563 | 0.7034 | 0.0529 | 0.1537 | 0 | 0.1669 |
Buy And Hold Return (%) | 44.1734 | 44.1734 | 44.1734 | 44.1734 | 44.1734 | 44.1734 |
Max Trade Drawdown | -116884 | -96310 | -61996 | -3002493 | -2683263 | -1163046 |
Profit Factor | 3.5436 | 5.599 | 1.3664 | 1.1439 | 0.9254 | 1.4245 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 34.4828 | 25 | 44.186 | 34.4828 | 25 | 44.186 |
Ratio Avg Win / Avg Loss | 6.7329 | 16.7971 | 1.726 | 2.1733 | 2.7762 | 1.7994 |
Largest Winning Trade | 1109131 | 1109131 | 62445 | 1949684 | 1949684 | 1570167 |
Largest Losing Trade | -36481 | -22189 | -36481 | -813313 | -746793 | -813313 |
Avg Bars in Trades | 123 | 105 | 142 | 123 | 105 | 142 |
Avg Bars in Winners | 244 | 241 | 245 | 244 | 241 | 245 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 10738 | 4621 | 6117 | 10738 | 4621 | 6117 |
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 | 493827 | -9181 | -128348 | -59325 | -607756 | 270015 |
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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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