Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2026741.6632 | 2071614.8712 | -44873.208 | 206508.8015 | 6875935.2084 | -6669426.4069 |
Total P&L (%) | 2026.7417 | 2071.6149 | -44.8732 | 206.5088 | 6875.9352 | -6669.4264 |
Avg Daily Profit (%) | 0.894 | 0.9138 | -0.0198 | 0.0494 | 0.1874 | 0 |
Buy And Hold Return (%) | 182.9268 | 182.9268 | 182.9268 | 182.9268 | 182.9268 | 182.9268 |
Max Trade Drawdown | -218432 | -150323 | -150837 | -12909231 | -5910737 | -10557317 |
Profit Factor | 3.0521 | 5.0555 | 0.9059 | 1.0062 | 1.4455 | 0.6253 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 35.2601 | 32.1839 | 38.3721 | 35.2601 | 32.1839 | 38.3721 |
Ratio Avg Win / Avg Loss | 5.6039 | 10.6527 | 1.4549 | 1.8475 | 3.0459 | 1.0043 |
Largest Winning Trade | 1461781 | 1461781 | 50418 | 11001102 | 11001102 | 3529841 |
Largest Losing Trade | -43836 | -42794 | -43836 | -5638678 | -3091675 | -5638678 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 4328 | 2056 | 2272 | 4328 | 2056 | 2272 |
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 | 523079 | 508616 | -583679 | -469712 | 109525 | -583679 |
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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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