Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1932780.8879 | 1823019.7912 | 109761.0967 | 1667185.0046 | 1809598.5377 | -142413.5331 |
Total P&L (%) | 1932.7809 | 1823.0198 | 109.7611 | 1667.185 | 1809.5985 | -142.4135 |
Avg Daily Profit (%) | 1.0426 | 0.9834 | 0.0592 | 0.155 | 0.1592 | 0 |
Buy And Hold Return (%) | 47.1402 | 47.1402 | 47.1402 | 47.1402 | 47.1402 | 47.1402 |
Max Trade Drawdown | -99587 | -98290 | -61336 | -6013086 | -5865486 | -2723022 |
Profit Factor | 3.7513 | 5.8293 | 1.3377 | 1.0571 | 1.1168 | 0.9896 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 47.9769 | 46.5116 | 49.4253 | 47.9769 | 46.5116 | 49.4253 |
Ratio Avg Win / Avg Loss | 4.0676 | 6.7037 | 1.3688 | 1.1463 | 1.2843 | 1.0126 |
Largest Winning Trade | 1778374 | 1778374 | 65202 | 2674125 | 2674125 | 1545891 |
Largest Losing Trade | -33564 | -33564 | -31188 | -2234839 | -2234839 | -1464192 |
Avg Bars in Trades | 42 | 44 | 39 | 42 | 44 | 39 |
Avg Bars in Winners | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Losers | 30 | 37 | 22 | 30 | 37 | 22 |
Bars Traded | 7286 | 3868 | 3419 | 7286 | 3868 | 3419 |
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 | 733505 | 721713 | -118789 | -149935 | -86060 | -579656 |
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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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