Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4444091.8204 | 4782076.4658 | -337984.6454 | -98536.1728 | 58475.1456 | -157011.3184 |
Total P&L (%) | 4444.0918 | 4782.0765 | -337.9846 | -98.5362 | 58.4751 | -157.0113 |
Avg Daily Profit (%) | 2.2634 | 2.4355 | -0.1721 | -0.2149 | 0.0235 | 0 |
Buy And Hold Return (%) | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 | 1853.656 |
Max Trade Drawdown | -280367 | -102612 | -358128 | -111603 | -38725 | -164581 |
Profit Factor | 5.7392 | 12.8065 | 0.3655 | 0.6134 | 1.7959 | 0.1344 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 38.3721 | 37.2093 | 39.5349 | 38.3721 | 37.2093 | 39.5349 |
Ratio Avg Win / Avg Loss | 9.2176 | 21.611 | 0.559 | 0.9851 | 3.0306 | 0.2056 |
Largest Winning Trade | 4968975 | 4968975 | 26142 | 109777 | 109777 | 4521 |
Largest Losing Trade | -73612 | -50243 | -73612 | -75014 | -22276 | -75014 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 61 | 70 | 52 | 61 | 70 | 52 |
Avg Bars in Losers | 29 | 31 | 28 | 29 | 31 | 28 |
Bars Traded | 7193 | 3942 | 3251 | 7193 | 3942 | 3251 |
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 | 536875 | 515917 | -585171 | -584399 | -329206 | -584894 |
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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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