Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1793895.911 | 1770859.6744 | 23036.2366 | 46823.2959 | 1234688.0787 | -1187864.7828 |
Total P&L (%) | 1793.8959 | 1770.8597 | 23.0362 | 46.8233 | 1234.6881 | -1187.8648 |
Avg Daily Profit (%) | 0.777 | 0.767 | 0.01 | 0.0166 | 0.1123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221570 | -202842 | -81196 | -8643029 | -7164312 | -1636783 |
Profit Factor | 3.4524 | 4.3379 | 1.1146 | 1.0042 | 1.1436 | 0.5196 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 54.4444 | 46.6667 | 62.2222 | 54.4444 | 46.6667 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.8887 | 4.9576 | 0.6767 | 0.8403 | 1.3069 | 0.3155 |
Largest Winning Trade | 1600190 | 1600190 | 22476 | 6265054 | 6265054 | 235917 |
Largest Losing Trade | -69001 | -69001 | -32137 | -4319083 | -4319083 | -1004783 |
Avg Bars in Trades | 72 | 134 | 10 | 72 | 134 | 10 |
Avg Bars in Winners | 63 | 132 | 11 | 63 | 132 | 11 |
Avg Bars in Losers | 83 | 135 | 9 | 83 | 135 | 9 |
Bars Traded | 6524 | 6044 | 480 | 6524 | 6044 | 480 |
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 | 734002 | 682682 | -278539 | -388966 | -106500 | -578849 |
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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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