Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2254735.2185 | 2285295.9879 | -30560.7694 | -14561.7527 | 360699.5093 | -375261.2619 |
Total P&L (%) | 2254.7352 | 2285.296 | -30.5608 | -14.5618 | 360.6995 | -375.2613 |
Avg Daily Profit (%) | 0.9731 | 0.9863 | -0.0132 | -0.0068 | 0.066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144848 | -135969 | -141350 | -967318 | -682705 | -580704 |
Profit Factor | 3.6557 | 6.3426 | 0.9275 | 0.9939 | 1.3057 | 0.6924 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 42.5532 | 38.2979 | 46.8085 | 42.5532 | 38.2979 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.9352 | 10.2186 | 1.0539 | 1.3418 | 2.1036 | 0.7869 |
Largest Winning Trade | 2280324 | 2280324 | 82546 | 533987 | 533987 | 206822 |
Largest Losing Trade | -55759 | -50885 | -55759 | -529067 | -379877 | -529067 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 75 | 66 | 82 | 75 | 66 | 82 |
Avg Bars in Losers | 26 | 21 | 32 | 26 | 21 | 32 |
Bars Traded | 4435 | 1815 | 2620 | 4435 | 1815 | 2620 |
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 | 629281 | 625905 | -580271 | -581756 | -108111 | -581938 |
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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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