Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1830086.6022 | 1768499.0235 | 61587.5787 | 2498037.7324 | 2677210.3074 | -179172.575 |
Total P&L (%) | 1830.0866 | 1768.499 | 61.5876 | 2498.0377 | 2677.2103 | -179.1726 |
Avg Daily Profit (%) | 0.9792 | 0.9462 | 0.033 | 0.1744 | 0.178 | 0 |
Buy And Hold Return (%) | 494.682 | 494.682 | 494.682 | 494.682 | 494.682 | 494.682 |
Max Trade Drawdown | -114006 | -106579 | -92342 | -3138694 | -2393364 | -2523938 |
Profit Factor | 3.9441 | 6.1901 | 1.2193 | 1.189 | 1.3875 | 0.9716 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 34.8315 | 26.6667 | 43.1818 | 34.8315 | 26.6667 | 43.1818 |
Ratio Avg Win / Avg Loss | 7.3794 | 17.0228 | 1.6043 | 2.2246 | 3.8156 | 1.2784 |
Largest Winning Trade | 1231472 | 1231472 | 60816 | 3783330 | 3783330 | 1348594 |
Largest Losing Trade | -51269 | -27268 | -51269 | -2329576 | -535103 | -2329576 |
Avg Bars in Trades | 61 | 51 | 70 | 61 | 51 | 70 |
Avg Bars in Winners | 117 | 114 | 118 | 117 | 114 | 118 |
Avg Bars in Losers | 31 | 28 | 34 | 31 | 28 | 34 |
Bars Traded | 5441 | 2325 | 3116 | 5441 | 2325 | 3116 |
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 | 438894 | -3181 | -316539 | -10627 | -13882 | -581704 |
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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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