Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769644.885 | 1779718.4472 | -10073.5622 | 478973.6268 | 933827.4774 | -454853.8506 |
Total P&L (%) | 1769.6449 | 1779.7184 | -10.0736 | 478.9736 | 933.8275 | -454.8539 |
Avg Daily Profit (%) | 0.7802 | 0.7846 | -0.0044 | 0.0774 | 0.103 | 0 |
Buy And Hold Return (%) | 283.0189 | 283.0189 | 283.0189 | 283.0189 | 283.0189 | 283.0189 |
Max Trade Drawdown | -160644 | -126501 | -83383 | -4829516 | -3378445 | -2508507 |
Profit Factor | 3.2453 | 4.7116 | 0.9674 | 1.0329 | 1.1092 | 0.9244 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 40.7143 | 38.5714 | 42.8571 | 40.7143 | 38.5714 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.7256 | 7.5037 | 1.2898 | 1.504 | 1.7664 | 1.2325 |
Largest Winning Trade | 1406243 | 1406243 | 47177 | 3882757 | 3882757 | 1402402 |
Largest Losing Trade | -37448 | -37448 | -29093 | -1459709 | -1332272 | -1459709 |
Avg Bars in Trades | 47 | 68 | 26 | 47 | 68 | 26 |
Avg Bars in Winners | 77 | 117 | 41 | 77 | 117 | 41 |
Avg Bars in Losers | 26 | 37 | 15 | 26 | 37 | 15 |
Bars Traded | 6599 | 4764 | 1835 | 6599 | 4764 | 1835 |
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 | 556597 | -78759 | -676069 | -284978 | -256112 | -676069 |
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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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