Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2298806.5911 | 2295151.9807 | 3654.6104 | 586335.1869 | -1512092.0134 | 2098427.2004 |
Total P&L (%) | 2298.8066 | 2295.152 | 3.6546 | 586.3352 | -1512.092 | 2098.4272 |
Avg Daily Profit (%) | 1.0175 | 1.0159 | 0.0016 | 0.0853 | 0 | 0.1369 |
Buy And Hold Return (%) | 334.8684 | 334.8684 | 334.8684 | 334.8684 | 334.8684 | 334.8684 |
Max Trade Drawdown | -171138 | -121224 | -74410 | -5921455 | -6272377 | -1470092 |
Profit Factor | 4.4486 | 5.8497 | 1.0189 | 1.0393 | 0.8736 | 1.708 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.4486 | 6.4996 | 0.917 | 1.0393 | 0.9706 | 1.5372 |
Largest Winning Trade | 1621965 | 1621965 | 26231 | 2615329 | 2615329 | 910771 |
Largest Losing Trade | -49127 | -49127 | -29519 | -2694797 | -2694797 | -601157 |
Avg Bars in Trades | 74 | 132 | 16 | 74 | 132 | 16 |
Avg Bars in Winners | 83 | 155 | 18 | 83 | 155 | 18 |
Avg Bars in Losers | 66 | 112 | 14 | 66 | 112 | 14 |
Bars Traded | 8506 | 7580 | 926 | 8506 | 7580 | 926 |
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 | 754488 | -159404 | -737264 | -264215 | -761856 | -186573 |
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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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