Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128485.0232 | 1153565.5499 | -25080.5267 | 849691.1382 | 2457770.364 | -1608079.2258 |
Total P&L (%) | 1128.485 | 1153.5656 | -25.0805 | 849.6911 | 2457.7704 | -1608.0792 |
Avg Daily Profit (%) | 0.6186 | 0.6323 | -0.0137 | 0.1235 | 0.1779 | 0 |
Buy And Hold Return (%) | 901.0326 | 901.0326 | 901.0326 | 901.0326 | 901.0326 | 901.0326 |
Max Trade Drawdown | -170930 | -72943 | -97986 | -2917432 | -1152728 | -1836650 |
Profit Factor | 2.9562 | 5.1458 | 0.916 | 1.1311 | 1.8498 | 0.5517 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Profitability (%) | 43.9024 | 51.2195 | 36.5854 | 43.9024 | 51.2195 | 36.5854 |
Ratio Avg Win / Avg Loss | 3.7774 | 4.9007 | 1.5878 | 1.4453 | 1.7617 | 0.9563 |
Largest Winning Trade | 569285 | 569285 | 74448 | 2503101 | 2503101 | 506577 |
Largest Losing Trade | -42192 | -37875 | -42192 | -1180324 | -377839 | -1180324 |
Avg Bars in Trades | 125 | 130 | 119 | 125 | 130 | 119 |
Avg Bars in Winners | 199 | 172 | 237 | 199 | 172 | 237 |
Avg Bars in Losers | 67 | 87 | 51 | 67 | 87 | 51 |
Bars Traded | 10271 | 5364 | 4907 | 10271 | 5364 | 4907 |
Profit Streak | 0 | 99.3422 | 0 | 0 | 99.3422 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81130 | -57397 | -583181 | -280973 | 344025 | -585959 |
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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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