Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436733.5349 | 1418399.2972 | 18334.2377 | -50847.9939 | 570994.3905 | -621842.3843 |
Total P&L (%) | 1436.7335 | 1418.3993 | 18.3342 | -50.848 | 570.9944 | -621.8424 |
Avg Daily Profit (%) | 0.8 | 0.7898 | 0.0102 | -0.0395 | 0.106 | 0 |
Buy And Hold Return (%) | 50.8681 | 50.8681 | 50.8681 | 50.8681 | 50.8681 | 50.8681 |
Max Trade Drawdown | -328290 | -279346 | -137926 | -4801131 | -4153670 | -1168924 |
Profit Factor | 2.7874 | 4.1308 | 1.0523 | 0.9944 | 1.1083 | 0.8379 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50 | 43.1818 | 56.8182 | 50 | 43.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.7874 | 5.4353 | 0.7997 | 0.9944 | 1.4583 | 0.6368 |
Largest Winning Trade | 1568734 | 1568734 | 61856 | 2787128 | 2787128 | 964377 |
Largest Losing Trade | -66667 | -33619 | -66667 | -1625724 | -1625724 | -1054168 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 3295 | 1685 | 1610 | 3295 | 1685 | 1610 |
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 | 673932 | 635142 | -508730 | -580543 | -155003 | -579835 |
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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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