Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1976945.4371 | 1919088.51 | 57856.9271 | 2119106.7595 | 5629768.0488 | -3510661.2893 |
Total P&L (%) | 1976.9454 | 1919.0885 | 57.8569 | 2119.1068 | 5629.768 | -3510.6613 |
Avg Daily Profit (%) | 1.0876 | 1.0558 | 0.0318 | 0.1707 | 0.223 | 0 |
Buy And Hold Return (%) | 861.0498 | 861.0498 | 861.0498 | 861.0498 | 861.0498 | 861.0498 |
Max Trade Drawdown | -151646 | -84316 | -79079 | -11918098 | -5824226 | -6426962 |
Profit Factor | 4.6948 | 6.2962 | 1.335 | 1.0972 | 1.4317 | 0.5992 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 46.1538 | 37.7778 | 54.3478 | 46.1538 | 37.7778 | 54.3478 |
Ratio Avg Win / Avg Loss | 5.4773 | 10.3703 | 1.1214 | 1.2801 | 2.3581 | 0.5033 |
Largest Winning Trade | 1042526 | 1042526 | 52523 | 9610084 | 9610084 | 751360 |
Largest Losing Trade | -56092 | -56092 | -24820 | -3286487 | -2432899 | -3286487 |
Avg Bars in Trades | 112 | 193 | 32 | 112 | 193 | 32 |
Avg Bars in Winners | 125 | 255 | 36 | 125 | 255 | 36 |
Avg Bars in Losers | 101 | 156 | 27 | 101 | 156 | 27 |
Bars Traded | 10214 | 8726 | 1488 | 10214 | 8726 | 1488 |
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 | 533452 | 427158 | -315209 | -110879 | 188600 | -580140 |
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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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