Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2731584.9933 | 2742858.8995 | -11273.9062 | 276045.6741 | 897806.5772 | -621760.9032 |
Total P&L (%) | 2731.585 | 2742.8589 | -11.2739 | 276.0457 | 897.8066 | -621.7609 |
Avg Daily Profit (%) | 1.2299 | 1.235 | -0.0051 | 0.0597 | 0.1036 | 0 |
Buy And Hold Return (%) | 439.3421 | 439.3421 | 439.3421 | 439.3421 | 439.3421 | 439.3421 |
Max Trade Drawdown | -161362 | -87489 | -129552 | -1634525 | -894191 | -894486 |
Profit Factor | 5.5212 | 11.4833 | 0.9671 | 1.0767 | 1.5827 | 0.6977 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 32.4786 | 27.5862 | 37.2881 | 32.4786 | 27.5862 | 37.2881 |
Ratio Avg Win / Avg Loss | 11.4783 | 30.1436 | 1.6265 | 2.2385 | 4.1545 | 1.1734 |
Largest Winning Trade | 2822700 | 2822700 | 43969 | 1804780 | 1804780 | 235240 |
Largest Losing Trade | -31365 | -24120 | -31365 | -403516 | -227547 | -403516 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 74 | 84 | 67 | 74 | 84 | 67 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 4247 | 2125 | 2122 | 4247 | 2125 | 2122 |
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 | 528889 | -177182 | -759901 | -420557 | -256644 | -761012 |
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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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