Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3117370.9088 | 3098079.0338 | 19291.875 | 230386.6375 | -899858.3923 | 1130245.0298 |
Total P&L (%) | 3117.3709 | 3098.079 | 19.2919 | 230.3866 | -899.8584 | 1130.245 |
Avg Daily Profit (%) | 1.4963 | 1.4871 | 0.0093 | 0.0574 | 0 | 0.1205 |
Buy And Hold Return (%) | 48.8673 | 48.8673 | 48.8673 | 48.8673 | 48.8673 | 48.8673 |
Max Trade Drawdown | -246257 | -236041 | -65123 | -14187617 | -12707032 | -1866030 |
Profit Factor | 5.1194 | 6.0308 | 1.1369 | 1.011 | 0.9491 | 1.3455 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 45.1613 | 39.1304 | 51.0638 | 45.1613 | 39.1304 | 51.0638 |
Ratio Avg Win / Avg Loss | 6.2164 | 9.3813 | 1.0895 | 1.2276 | 1.4764 | 1.2894 |
Largest Winning Trade | 2829191 | 2829191 | 22063 | 5142631 | 5142631 | 1276233 |
Largest Losing Trade | -64383 | -64383 | -24914 | -5318586 | -5318586 | -1270024 |
Avg Bars in Trades | 263 | 502 | 29 | 263 | 502 | 29 |
Avg Bars in Winners | 321 | 709 | 29 | 321 | 709 | 29 |
Avg Bars in Losers | 215 | 370 | 28 | 215 | 370 | 28 |
Bars Traded | 24501 | 23134 | 1367 | 24501 | 23134 | 1367 |
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 | 720691 | 652938 | -415703 | -327949 | -583264 | -30806 |
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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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