Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1968853.7172 | 1995537.4438 | -26683.7267 | 257128.7802 | -1781.4246 | 258910.2048 |
Total P&L (%) | 1968.8537 | 1995.5374 | -26.6837 | 257.1288 | -1.7814 | 258.9102 |
Avg Daily Profit (%) | 1.0487 | 1.0629 | -0.0142 | 0.0678 | -0.001 | 0.0681 |
Buy And Hold Return (%) | 540.6103 | 540.6103 | 540.6103 | 540.6103 | 540.6103 | 540.6103 |
Max Trade Drawdown | -252297 | -229586 | -56189 | -8733688 | -7991999 | -1556563 |
Profit Factor | 3.6206 | 4.6117 | 0.8658 | 1.0195 | 0.9998 | 1.0931 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 58 | 36 | 22 | 58 | 36 | 22 |
Profitability (%) | 40.8163 | 26.5306 | 55.102 | 40.8163 | 26.5306 | 55.102 |
Ratio Avg Win / Avg Loss | 5.2499 | 12.7709 | 0.7054 | 1.4782 | 2.7688 | 0.8906 |
Largest Winning Trade | 1433185 | 1433185 | 17801 | 6963661 | 6963661 | 1083981 |
Largest Losing Trade | -67856 | -67856 | -36094 | -1531176 | -1531176 | -1246572 |
Avg Bars in Trades | 112 | 201 | 23 | 112 | 201 | 23 |
Avg Bars in Winners | 115 | 296 | 28 | 115 | 296 | 28 |
Avg Bars in Losers | 111 | 167 | 17 | 111 | 167 | 17 |
Bars Traded | 11060 | 9895 | 1165 | 11060 | 9895 | 1165 |
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 | 515316 | -4842 | -579742 | -470589 | -601250 | -386596 |
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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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