Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683915.9736 | 1591723.8451 | 92192.1285 | 4775624.5731 | -4415613.5859 | 9191238.159 |
Total P&L (%) | 1683.916 | 1591.7238 | 92.1921 | 4775.6246 | -4415.6136 | 9191.2382 |
Avg Daily Profit (%) | 0.9433 | 0.8916 | 0.0516 | 0.218 | 0 | 0.2542 |
Buy And Hold Return (%) | 340.1961 | 340.1961 | 340.1961 | 340.1961 | 340.1961 | 340.1961 |
Max Trade Drawdown | -99482 | -93717 | -98680 | -10610540 | -10801243 | -3723089 |
Profit Factor | 4.5946 | 7.5768 | 1.4071 | 1.1509 | 0.7664 | 1.7209 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 34.0909 | 29.5455 | 38.6364 | 34.0909 | 29.5455 | 38.6364 |
Ratio Avg Win / Avg Loss | 8.8828 | 18.0678 | 2.2349 | 2.225 | 1.8277 | 2.7331 |
Largest Winning Trade | 934496 | 934496 | 61362 | 4655751 | 4469540 | 4655751 |
Largest Losing Trade | -29977 | -28894 | -29977 | -2561901 | -2561901 | -1955327 |
Avg Bars in Trades | 119 | 97 | 141 | 119 | 97 | 141 |
Avg Bars in Winners | 268 | 232 | 296 | 268 | 232 | 296 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 10535 | 4301 | 6234 | 10535 | 4301 | 6234 |
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 | 484493 | 375562 | -292237 | -51227 | -587722 | 266455 |
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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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