Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3540661.5016 | 3421245.2046 | 119416.297 | 6517834.7384 | 8536813.1568 | -2018978.4184 |
Total P&L (%) | 3540.6615 | 3421.2452 | 119.4163 | 6517.8347 | 8536.8132 | -2018.9784 |
Avg Daily Profit (%) | 1.5963 | 1.5425 | 0.0538 | 0.1892 | 0.2012 | 0 |
Buy And Hold Return (%) | 184.4079 | 184.4079 | 184.4079 | 184.4079 | 184.4079 | 184.4079 |
Max Trade Drawdown | -85981 | -89067 | -61737 | -10888017 | -9095991 | -5095949 |
Profit Factor | 8.1656 | 15.7154 | 1.4564 | 1.1447 | 1.4069 | 0.9161 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 28.5714 | 26.6667 | 30.4348 | 28.5714 | 26.6667 | 30.4348 |
Ratio Avg Win / Avg Loss | 20.414 | 43.2172 | 3.329 | 2.8617 | 3.869 | 2.094 |
Largest Winning Trade | 3308796 | 3308796 | 51719 | 8948810 | 8948810 | 4291032 |
Largest Losing Trade | -43149 | -17961 | -43149 | -3713290 | -3024647 | -3713290 |
Avg Bars in Trades | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Winners | 195 | 185 | 203 | 195 | 185 | 203 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 6386 | 2969 | 3417 | 6386 | 2969 | 3417 |
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 | 307951 | -64 | -292181 | -66160 | -12506 | -585535 |
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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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