Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2478127.2805 | 2510124.3953 | -31997.1149 | 39864.678 | 251864.4714 | -211999.7934 |
Total P&L (%) | 2478.1273 | 2510.1244 | -31.9971 | 39.8647 | 251.8645 | -211.9998 |
Avg Daily Profit (%) | 1.099 | 1.1132 | -0.0142 | 0.0149 | 0.0558 | 0 |
Buy And Hold Return (%) | 147.9646 | 147.9646 | 147.9646 | 147.9646 | 147.9646 | 147.9646 |
Max Trade Drawdown | -186510 | -166246 | -60569 | -3321533 | -2715740 | -793620 |
Profit Factor | 4.3889 | 5.5499 | 0.8218 | 1.0077 | 1.0623 | 0.8114 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 31 | 10 | 21 | 31 | 10 | 21 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 34.4444 | 22.2222 | 46.6667 | 34.4444 | 22.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 8.3531 | 19.4245 | 0.9392 | 1.9179 | 3.7182 | 0.9273 |
Largest Winning Trade | 2113831 | 2113831 | 23473 | 2951292 | 2951292 | 449714 |
Largest Losing Trade | -56448 | -56448 | -37925 | -1795408 | -1795408 | -631828 |
Avg Bars in Trades | 148 | 278 | 19 | 148 | 278 | 19 |
Avg Bars in Winners | 200 | 582 | 18 | 200 | 582 | 18 |
Avg Bars in Losers | 121 | 191 | 20 | 121 | 191 | 20 |
Bars Traded | 13407 | 12513 | 894 | 13407 | 12513 | 894 |
Profit Streak | 0 | 0 | 112.8649 | 0 | 0 | 112.8649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538674 | -20633 | -581167 | -555476 | -320377 | -581167 |
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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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