Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1899887.8703 | 1835142.8023 | 64745.068 | 1921170.8207 | -172168.2266 | 2093339.0473 |
Total P&L (%) | 1899.8879 | 1835.1428 | 64.7451 | 1921.1708 | -172.1682 | 2093.339 |
Avg Daily Profit (%) | 1.0643 | 1.028 | 0.0363 | 0.1685 | 0 | 0.1731 |
Buy And Hold Return (%) | 506.5273 | 506.5273 | 506.5273 | 506.5273 | 506.5273 | 506.5273 |
Max Trade Drawdown | -160659 | -119825 | -71181 | -6324740 | -6566706 | -2279337 |
Profit Factor | 3.2583 | 5.3602 | 1.154 | 1.0728 | 0.9879 | 1.172 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 103 | 59 | 44 | 103 | 59 | 44 |
Profitability (%) | 44.9198 | 36.5591 | 53.1915 | 44.9198 | 36.5591 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.9953 | 9.3015 | 1.0155 | 1.3154 | 1.7143 | 1.0313 |
Largest Winning Trade | 1177874 | 1177874 | 53763 | 4846138 | 4846138 | 1356841 |
Largest Losing Trade | -37992 | -35600 | -37992 | -2105666 | -1932496 | -2105666 |
Avg Bars in Trades | 56 | 52 | 60 | 56 | 52 | 60 |
Avg Bars in Winners | 82 | 81 | 83 | 82 | 81 | 83 |
Avg Bars in Losers | 34 | 35 | 33 | 34 | 35 | 33 |
Bars Traded | 10513 | 4863 | 5650 | 10513 | 4863 | 5650 |
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 | 582616 | 479980 | -361230 | -136092 | -583533 | -25563 |
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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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