Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4295879.0458 | 4337688.1418 | -41809.0959 | 234361.6961 | 549420.0278 | -315058.3318 |
Total P&L (%) | 4295.879 | 4337.6881 | -41.8091 | 234.3617 | 549.42 | -315.0583 |
Avg Daily Profit (%) | 1.891 | 1.9094 | -0.0184 | 0.0531 | 0.0824 | 0 |
Buy And Hold Return (%) | 248.138 | 248.138 | 248.138 | 248.138 | 248.138 | 248.138 |
Max Trade Drawdown | -178602 | -132107 | -75043 | -4051621 | -3502759 | -770142 |
Profit Factor | 9.9835 | 15.6764 | 0.7711 | 1.0345 | 1.1186 | 0.8539 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 45.4545 | 50 | 41.0256 | 45.4545 | 50 | 41.0256 |
Ratio Avg Win / Avg Loss | 11.9802 | 15.6764 | 1.1084 | 1.2414 | 1.1186 | 1.2275 |
Largest Winning Trade | 4454983 | 4454983 | 17742 | 2682800 | 2682800 | 427936 |
Largest Losing Trade | -53585 | -53585 | -29054 | -1794888 | -1794888 | -403988 |
Avg Bars in Trades | 109 | 208 | 12 | 109 | 208 | 12 |
Avg Bars in Winners | 121 | 205 | 20 | 121 | 205 | 20 |
Avg Bars in Losers | 99 | 210 | 7 | 99 | 210 | 7 |
Bars Traded | 8415 | 7910 | 505 | 8415 | 7910 | 505 |
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 | -25403 | 816130 | -582302 | -518315 | -178014 | -582302 |
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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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