Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1611092.2905 | 1590531.2489 | 20561.0417 | 875831.3029 | 1226251.6369 | -350420.3341 |
Total P&L (%) | 1611.0923 | 1590.5312 | 20.561 | 875.8313 | 1226.2516 | -350.4203 |
Avg Daily Profit (%) | 0.8868 | 0.8755 | 0.0113 | 0.1255 | 0.1424 | 0 |
Buy And Hold Return (%) | 644.0252 | 644.0252 | 644.0252 | 644.0252 | 644.0252 | 644.0252 |
Max Trade Drawdown | -135754 | -119221 | -43659 | -4643776 | -3848959 | -1030246 |
Profit Factor | 3.826 | 4.5715 | 1.1648 | 1.068 | 1.1165 | 0.8508 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 43.6782 | 34.8837 | 52.2727 | 43.6782 | 34.8837 | 52.2727 |
Ratio Avg Win / Avg Loss | 4.9336 | 8.5335 | 1.0635 | 1.3772 | 2.0841 | 0.7768 |
Largest Winning Trade | 749799 | 749799 | 32981 | 4523105 | 4523105 | 396777 |
Largest Losing Trade | -57413 | -57413 | -12366 | -1681761 | -1681761 | -478536 |
Avg Bars in Trades | 106 | 196 | 18 | 106 | 196 | 18 |
Avg Bars in Winners | 150 | 346 | 22 | 150 | 346 | 22 |
Avg Bars in Losers | 72 | 116 | 13 | 72 | 116 | 13 |
Bars Traded | 9258 | 8465 | 793 | 9258 | 8465 | 793 |
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 | 518223 | 400565 | -382097 | -226812 | -107187 | -580147 |
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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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