Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2266754.0151 | 2237295.2092 | 29458.8059 | 181723.3929 | -42208.0153 | 223931.4081 |
Total P&L (%) | 2266.754 | 2237.2952 | 29.4588 | 181.7234 | -42.208 | 223.9314 |
Avg Daily Profit (%) | 1.2272 | 1.2113 | 0.0159 | 0.0561 | -0.0297 | 0.0637 |
Buy And Hold Return (%) | 53.4202 | 53.4202 | 53.4202 | 53.4202 | 53.4202 | 53.4202 |
Max Trade Drawdown | -235218 | -206147 | -37954 | -4540169 | -4177976 | -535782 |
Profit Factor | 4.7787 | 5.5231 | 1.2799 | 1.0251 | 0.9931 | 1.199 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 52 | 17 | 35 | 52 | 17 | 35 |
Losing Trades | 63 | 40 | 23 | 63 | 40 | 23 |
Profitability (%) | 45.2174 | 29.8246 | 60.3448 | 45.2174 | 29.8246 | 60.3448 |
Ratio Avg Win / Avg Loss | 5.7895 | 12.9956 | 0.8411 | 1.2419 | 2.3367 | 0.7879 |
Largest Winning Trade | 2221249 | 2221249 | 19264 | 2929038 | 2929038 | 299342 |
Largest Losing Trade | -41668 | -41668 | -28501 | -1137804 | -1137804 | -314551 |
Avg Bars in Trades | 185 | 351 | 22 | 185 | 351 | 22 |
Avg Bars in Winners | 201 | 563 | 25 | 201 | 563 | 25 |
Avg Bars in Losers | 172 | 260 | 17 | 172 | 260 | 17 |
Bars Traded | 21305 | 20021 | 1284 | 21305 | 20021 | 1284 |
Profit Streak | 0 | 91.0808 | 0 | 0 | 91.0808 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 706137 | -166623 | -517460 | -315249 | -766325 | -291726 |
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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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