Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845046.0219 | 1673702.2605 | 171343.7614 | 15668471.9973 | 3265081.2193 | 12403390.7781 |
Total P&L (%) | 1845.046 | 1673.7023 | 171.3438 | 15668.472 | 3265.0812 | 12403.3908 |
Avg Daily Profit (%) | 0.9809 | 0.8898 | 0.0911 | 0.2694 | 0.1871 | 0.257 |
Buy And Hold Return (%) | 286.5333 | 286.5333 | 286.5333 | 286.5333 | 286.5333 | 286.5333 |
Max Trade Drawdown | -76464 | -66275 | -46404 | -22408926 | -11911937 | -11084276 |
Profit Factor | 5.7648 | 7.9156 | 2.18 | 1.3392 | 1.1094 | 1.7584 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 33.6842 | 25 | 42.5532 | 33.6842 | 25 | 42.5532 |
Ratio Avg Win / Avg Loss | 11.3494 | 23.7467 | 2.943 | 2.6366 | 3.3283 | 2.3738 |
Largest Winning Trade | 1294527 | 1294527 | 59230 | 11331138 | 10114679 | 11331138 |
Largest Losing Trade | -26913 | -26913 | -23734 | -9312042 | -9312042 | -6002102 |
Avg Bars in Trades | 58 | 60 | 55 | 58 | 60 | 55 |
Avg Bars in Winners | 131 | 166 | 110 | 131 | 166 | 110 |
Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
Bars Traded | 5517 | 2917 | 2600 | 5517 | 2917 | 2600 |
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 | 547672 | -9004 | -235795 | 143054 | -121110 | 325595 |
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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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