Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2369368.3835 | 2335683.784 | 33684.5995 | 2098003.2802 | 8765608.571 | -6667605.2908 |
Total P&L (%) | 2369.3684 | 2335.6838 | 33.6846 | 2098.0033 | 8765.6086 | -6667.6053 |
Avg Daily Profit (%) | 1.072 | 1.0567 | 0.0152 | 0.1399 | 0.2031 | 0 |
Buy And Hold Return (%) | 858.7459 | 858.7459 | 858.7459 | 858.7459 | 858.7459 | 858.7459 |
Max Trade Drawdown | -179185 | -101151 | -122881 | -15035850 | -7585560 | -9190842 |
Profit Factor | 4.356 | 8.6512 | 1.0841 | 1.0474 | 1.4573 | 0.7342 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 37.3626 | 39.1304 | 35.5556 | 37.3626 | 39.1304 | 35.5556 |
Ratio Avg Win / Avg Loss | 7.3027 | 13.4574 | 1.9649 | 1.7559 | 2.2669 | 1.3308 |
Largest Winning Trade | 2118407 | 2118407 | 59851 | 12391437 | 12391437 | 3678300 |
Largest Losing Trade | -41246 | -30801 | -41246 | -3980932 | -2872072 | -3980932 |
Avg Bars in Trades | 143 | 126 | 160 | 143 | 126 | 160 |
Avg Bars in Winners | 270 | 228 | 317 | 270 | 228 | 317 |
Avg Bars in Losers | 67 | 60 | 74 | 67 | 60 | 74 |
Bars Traded | 13032 | 5803 | 7229 | 13032 | 5803 | 7229 |
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 | 458198 | 518525 | -470768 | -181727 | 218415 | -584662 |
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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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