Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464376.5363 | 1502412.0127 | -38035.4764 | 326517.0507 | 1896042.1276 | -1569525.0769 |
Total P&L (%) | 1464.3765 | 1502.412 | -38.0355 | 326.5171 | 1896.0421 | -1569.5251 |
Avg Daily Profit (%) | 0.7843 | 0.8046 | -0.0204 | 0.0777 | 0.1605 | 0 |
Buy And Hold Return (%) | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 |
Max Trade Drawdown | -198754 | -183496 | -79277 | -4614616 | -3117949 | -2264747 |
Profit Factor | 4.1407 | 6.2458 | 0.7885 | 1.0483 | 1.5064 | 0.48 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 35.6322 | 30.2326 | 40.9091 | 35.6322 | 30.2326 | 40.9091 |
Ratio Avg Win / Avg Loss | 7.48 | 14.4133 | 1.139 | 1.8937 | 3.4763 | 0.6933 |
Largest Winning Trade | 973716 | 973716 | 39590 | 4524652 | 4524652 | 559167 |
Largest Losing Trade | -34645 | -28221 | -34645 | -1728596 | -848804 | -1728596 |
Avg Bars in Trades | 117 | 178 | 57 | 117 | 178 | 57 |
Avg Bars in Winners | 212 | 387 | 86 | 212 | 387 | 86 |
Avg Bars in Losers | 64 | 87 | 37 | 64 | 87 | 37 |
Bars Traded | 10207 | 7658 | 2549 | 10207 | 7658 | 2549 |
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 | 407887 | 381946 | -582588 | -426622 | -323 | -584254 |
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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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