Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891538.1073 | 1866173.4415 | 25364.6658 | 1694371.1119 | 2564516.6228 | -870145.511 |
Total P&L (%) | 1891.5381 | 1866.1734 | 25.3647 | 1694.3711 | 2564.5166 | -870.1455 |
Avg Daily Profit (%) | 1.0396 | 1.0257 | 0.0139 | 0.1588 | 0.1806 | 0 |
Buy And Hold Return (%) | 562.5532 | 562.5532 | 562.5532 | 562.5532 | 562.5532 | 562.5532 |
Max Trade Drawdown | -165242 | -112178 | -97829 | -2835999 | -1389587 | -1556130 |
Profit Factor | 4.0387 | 7.1116 | 1.08 | 1.1785 | 1.5599 | 0.8228 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.2299 | 41.8605 | 38.6364 | 40.2299 | 41.8605 | 38.6364 |
Ratio Avg Win / Avg Loss | 6.0004 | 9.8772 | 1.7153 | 1.751 | 2.1665 | 1.3068 |
Largest Winning Trade | 1437522 | 1437522 | 76209 | 2184675 | 2184675 | 1377607 |
Largest Losing Trade | -38002 | -38002 | -35325 | -758978 | -758978 | -455222 |
Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Winners | 137 | 123 | 151 | 137 | 123 | 151 |
Avg Bars in Losers | 44 | 34 | 53 | 44 | 34 | 53 |
Bars Traded | 7107 | 3092 | 4015 | 7107 | 3092 | 4015 |
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 | 507881 | 574078 | -475794 | -22010 | 209334 | -583472 |
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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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