Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1895338.0448 | 1920939.967 | -25601.9221 | 193135.4899 | 1071828.5312 | -878693.0413 |
Total P&L (%) | 1895.338 | 1920.94 | -25.6019 | 193.1355 | 1071.8285 | -878.693 |
Avg Daily Profit (%) | 1.008 | 1.0216 | -0.0136 | 0.0572 | 0.131 | 0 |
Buy And Hold Return (%) | 597.151 | 597.151 | 597.151 | 597.151 | 597.151 | 597.151 |
Max Trade Drawdown | -138768 | -158549 | -161467 | -1559302 | -1447417 | -1901887 |
Profit Factor | 3.4871 | 5.5193 | 0.924 | 1.035 | 1.3641 | 0.6594 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 41.3043 | 32.6087 | 50 | 41.3043 | 32.6087 | 50 |
Ratio Avg Win / Avg Loss | 4.9554 | 11.4065 | 0.924 | 1.4707 | 2.8191 | 0.6594 |
Largest Winning Trade | 1632313 | 1632313 | 51780 | 1431991 | 1431991 | 338151 |
Largest Losing Trade | -63552 | -32733 | -63552 | -901358 | -523012 | -901358 |
Avg Bars in Trades | 120 | 110 | 129 | 120 | 110 | 129 |
Avg Bars in Winners | 173 | 195 | 159 | 173 | 195 | 159 |
Avg Bars in Losers | 82 | 69 | 99 | 82 | 69 | 99 |
Bars Traded | 11054 | 5092 | 5962 | 11054 | 5092 | 5962 |
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 | 501258 | 429336 | -580704 | -467502 | -31115 | -580704 |
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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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