Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603853.6185 | 1703352.085 | -99498.4665 | -77347.7204 | 219522.0509 | -296869.7713 |
Total P&L (%) | 1603.8536 | 1703.3521 | -99.4985 | -77.3477 | 219.5221 | -296.8698 |
Avg Daily Profit (%) | 0.8987 | 0.9544 | -0.0558 | -0.0832 | 0.0651 | 0 |
Buy And Hold Return (%) | 398.0035 | 398.0035 | 398.0035 | 398.0035 | 398.0035 | 398.0035 |
Max Trade Drawdown | -401897 | -325043 | -128987 | -5424682 | -5193531 | -1120383 |
Profit Factor | 2.5843 | 3.5505 | 0.7112 | 0.9907 | 1.0369 | 0.8765 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 35.5932 | 32.9545 | 38.2022 | 35.5932 | 32.9545 | 38.2022 |
Ratio Avg Win / Avg Loss | 4.6764 | 7.2234 | 1.1504 | 1.7928 | 2.1096 | 1.4178 |
Largest Winning Trade | 1760812 | 1760812 | 34856 | 2661422 | 2661422 | 847024 |
Largest Losing Trade | -40533 | -39137 | -40533 | -1304929 | -1304929 | -738056 |
Avg Bars in Trades | 109 | 187 | 33 | 109 | 187 | 33 |
Avg Bars in Winners | 147 | 274 | 39 | 147 | 274 | 39 |
Avg Bars in Losers | 89 | 144 | 29 | 89 | 144 | 29 |
Bars Traded | 19458 | 16480 | 2978 | 19458 | 16480 | 2978 |
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 | 407090 | 399987 | -584015 | -582675 | -457519 | -584015 |
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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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