Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1723707.5937 | 1786395.116 | -62687.5223 | -8634.658 | 509527.3761 | -518162.0341 |
Total P&L (%) | 1723.7076 | 1786.3951 | -62.6875 | -8.6347 | 509.5274 | -518.162 |
Avg Daily Profit (%) | 0.9654 | 1.0005 | -0.0351 | -0.0051 | 0.1013 | 0 |
Buy And Hold Return (%) | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 | 228.6997 |
Max Trade Drawdown | -144237 | -170646 | -136921 | -1012339 | -831836 | -902430 |
Profit Factor | 3.163 | 5.4848 | 0.8427 | 0.9972 | 1.3568 | 0.6902 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 37.6344 | 31.9149 | 43.4783 | 37.6344 | 31.9149 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.2416 | 11.701 | 1.0955 | 1.6525 | 2.8945 | 0.8972 |
Largest Winning Trade | 1754234 | 1754234 | 60692 | 1044181 | 1044181 | 248019 |
Largest Losing Trade | -60132 | -28116 | -60132 | -663683 | -150883 | -663683 |
Avg Bars in Trades | 36 | 40 | 32 | 36 | 40 | 32 |
Avg Bars in Winners | 65 | 72 | 59 | 65 | 72 | 59 |
Avg Bars in Losers | 19 | 25 | 12 | 19 | 25 | 12 |
Bars Traded | 3404 | 1888 | 1516 | 3404 | 1888 | 1516 |
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 | 532561 | 523388 | -581573 | -582561 | -68123 | -583240 |
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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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