Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2608702.2136 | 2453630.9399 | 155071.2737 | 991775.5669 | -359635.9479 | 1351411.5148 |
Total P&L (%) | 2608.7022 | 2453.6309 | 155.0713 | 991.7756 | -359.6359 | 1351.4115 |
Avg Daily Profit (%) | 1.1267 | 1.0598 | 0.067 | 0.1033 | 0 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162068 | -221464 | -32954 | -8245056 | -10690401 | -1567521 |
Profit Factor | 3.468 | 3.8648 | 1.7733 | 1.0353 | 0.9844 | 1.2682 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 84 | 35 | 49 | 84 | 35 | 49 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 45.9016 | 38.4615 | 53.2609 | 45.9016 | 38.4615 | 53.2609 |
Ratio Avg Win / Avg Loss | 4.0873 | 6.1836 | 1.5562 | 1.2202 | 1.5751 | 1.1129 |
Largest Winning Trade | 2163963 | 2163963 | 43229 | 5677284 | 5677284 | 918955 |
Largest Losing Trade | -55426 | -55426 | -32954 | -3588145 | -3588145 | -1516551 |
Avg Bars in Trades | 48 | 88 | 8 | 48 | 88 | 8 |
Avg Bars in Winners | 55 | 119 | 9 | 55 | 119 | 9 |
Avg Bars in Losers | 42 | 69 | 6 | 42 | 69 | 6 |
Bars Traded | 8866 | 8095 | 771 | 8866 | 8095 | 771 |
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 | 700103 | 560004 | -99747 | -237006 | -582798 | -37961 |
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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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