Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652850.4827 | 1504457.7313 | 148392.7515 | 4477663.3948 | -1506827.7036 | 5984491.0984 |
Total P&L (%) | 1652.8505 | 1504.4577 | 148.3928 | 4477.6634 | -1506.8277 | 5984.4911 |
Avg Daily Profit (%) | 0.8907 | 0.8107 | 0.08 | 0.2063 | 0 | 0.2216 |
Buy And Hold Return (%) | 23.4897 | 23.4897 | 23.4897 | 23.4897 | 23.4897 | 23.4897 |
Max Trade Drawdown | -71726 | -61179 | -45808 | -6337469 | -5681627 | -2241243 |
Profit Factor | 5.2055 | 7.6697 | 1.8862 | 1.229 | 0.8722 | 1.7709 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 32.967 | 21.7391 | 44.4444 | 32.967 | 21.7391 | 44.4444 |
Ratio Avg Win / Avg Loss | 10.5846 | 27.6109 | 2.3577 | 2.4989 | 3.14 | 2.2136 |
Largest Winning Trade | 1320774 | 1320774 | 63505 | 4206316 | 4206316 | 3324075 |
Largest Losing Trade | -23851 | -15246 | -23851 | -2040036 | -1538606 | -2040036 |
Avg Bars in Trades | 58 | 48 | 68 | 58 | 48 | 68 |
Avg Bars in Winners | 129 | 152 | 118 | 129 | 152 | 118 |
Avg Bars in Losers | 23 | 19 | 28 | 23 | 19 | 28 |
Bars Traded | 5295 | 2213 | 3082 | 5295 | 2213 | 3082 |
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 | 533131 | -22687 | -85152 | 88961 | -622391 | 341504 |
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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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