Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1404446.9712 | 1506629.7929 | -102182.8217 | -33044.2061 | 221598.4544 | -254642.6604 |
Total P&L (%) | 1404.447 | 1506.6298 | -102.1828 | -33.0442 | 221.5985 | -254.6427 |
Avg Daily Profit (%) | 0.5933 | 0.6364 | -0.0432 | -0.0169 | 0.0494 | 0 |
Buy And Hold Return (%) | 471.8738 | 471.8738 | 471.8738 | 471.8738 | 471.8738 | 471.8738 |
Max Trade Drawdown | -185567 | -170360 | -144223 | -1642528 | -1001470 | -707710 |
Profit Factor | 2.7789 | 5.0474 | 0.7551 | 0.9878 | 1.1577 | 0.8037 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.7831 | 42.8571 | 48.7805 | 45.7831 | 42.8571 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.2908 | 6.7298 | 0.7929 | 1.1697 | 1.5436 | 0.8439 |
Largest Winning Trade | 1379022 | 1379022 | 63113 | 1118322 | 1118322 | 510066 |
Largest Losing Trade | -57646 | -43718 | -57646 | -447606 | -400943 | -447606 |
Avg Bars in Trades | 110 | 105 | 116 | 110 | 105 | 116 |
Avg Bars in Winners | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Losers | 87 | 85 | 89 | 87 | 85 | 89 |
Bars Traded | 9207 | 4430 | 4777 | 9207 | 4430 | 4777 |
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 | 383505 | 501250 | -581216 | -582028 | -341421 | -581216 |
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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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