Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026906.0459 | 976879.9671 | 50026.0788 | 112995.3071 | -660074.9965 | 773070.3036 |
Total P&L (%) | 1026.906 | 976.88 | 50.0261 | 112.9953 | -660.075 | 773.0703 |
Avg Daily Profit (%) | 0.435 | 0.4138 | 0.0212 | 0.032 | 0 | 0.0918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232056 | -233428 | -45989 | -4758802 | -4577011 | -1029811 |
Profit Factor | 2.9443 | 3.4739 | 1.3753 | 1.0121 | 0.91 | 1.3838 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 54.5455 | 47.7273 | 61.3636 | 54.5455 | 47.7273 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.4536 | 3.8047 | 0.8659 | 0.8434 | 0.9967 | 0.8713 |
Largest Winning Trade | 1032449 | 1032449 | 37280 | 2306937 | 2306937 | 1001439 |
Largest Losing Trade | -61661 | -61661 | -40100 | -2888056 | -2888056 | -1004409 |
Avg Bars in Trades | 51 | 95 | 7 | 51 | 95 | 7 |
Avg Bars in Winners | 57 | 123 | 6 | 57 | 123 | 6 |
Avg Bars in Losers | 43 | 69 | 7 | 43 | 69 | 7 |
Bars Traded | 4506 | 4196 | 310 | 4506 | 4196 | 310 |
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 | 593760 | 564648 | -165193 | -358165 | -581603 | -69200 |
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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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