Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2437718.3038 | 2363169.4821 | 74548.8217 | 3563022.9467 | 5495276.5834 | -1932253.6367 |
Total P&L (%) | 2437.7183 | 2363.1695 | 74.5488 | 3563.0229 | 5495.2766 | -1932.2536 |
Avg Daily Profit (%) | 1.1025 | 1.0688 | 0.0337 | 0.163 | 0.1822 | 0 |
Buy And Hold Return (%) | 434.2178 | 434.2178 | 434.2178 | 434.2178 | 434.2178 | 434.2178 |
Max Trade Drawdown | -98011 | -65535 | -99125 | -7762647 | -4986973 | -5802266 |
Profit Factor | 4.3433 | 7.8276 | 1.1946 | 1.103 | 1.3535 | 0.8985 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 33.0275 | 27.2727 | 38.8889 | 33.0275 | 27.2727 | 38.8889 |
Ratio Avg Win / Avg Loss | 8.8073 | 20.8736 | 1.8773 | 2.2367 | 3.6092 | 1.412 |
Largest Winning Trade | 2090079 | 2090079 | 60232 | 5816545 | 5816545 | 2951924 |
Largest Losing Trade | -56607 | -37670 | -56607 | -3372662 | -1869943 | -3372662 |
Avg Bars in Trades | 38 | 41 | 34 | 38 | 41 | 34 |
Avg Bars in Winners | 81 | 105 | 65 | 81 | 105 | 65 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 4147 | 2268 | 1879 | 4147 | 2268 | 1879 |
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 | 486264 | -179241 | -503314 | -104697 | -190723 | -763487 |
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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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