Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1759336.7872 | 1714589.9369 | 44746.8503 | 873685.3702 | 1713628.4657 | -839943.0954 |
Total P&L (%) | 1759.3368 | 1714.5899 | 44.7469 | 873.6854 | 1713.6285 | -839.9431 |
Avg Daily Profit (%) | 0.7801 | 0.7603 | 0.0198 | 0.101 | 0.1286 | 0 |
Buy And Hold Return (%) | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 | 213.4228 |
Max Trade Drawdown | -135956 | -111119 | -126982 | -1762973 | -1720759 | -1465563 |
Profit Factor | 3.3662 | 5.9084 | 1.1135 | 1.0973 | 1.3919 | 0.8178 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 38.6364 | 34.0909 | 43.1818 | 38.6364 | 34.0909 | 43.1818 |
Ratio Avg Win / Avg Loss | 5.3463 | 11.4228 | 1.4651 | 1.7427 | 2.691 | 1.0761 |
Largest Winning Trade | 1396909 | 1396909 | 51189 | 2290776 | 2290776 | 745310 |
Largest Losing Trade | -39083 | -33785 | -39083 | -675272 | -675272 | -670616 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 179 | 173 | 184 | 179 | 173 | 184 |
Avg Bars in Losers | 51 | 51 | 52 | 51 | 51 | 52 |
Bars Traded | 8908 | 4112 | 4796 | 8908 | 4112 | 4796 |
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 | 548942 | 545724 | -430389 | -176531 | -25322 | -581704 |
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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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