Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6770852.3219 | 6774827.5297 | -3975.2078 | 389493.887 | -7840.4273 | 397334.3144 |
Total P&L (%) | 6770.8523 | 6774.8275 | -3.9752 | 389.4939 | -7.8404 | 397.3343 |
Avg Daily Profit (%) | 2.8473 | 2.849 | -0.0017 | 0.0668 | -0.0034 | 0.0675 |
Buy And Hold Return (%) | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 | 320.3166 |
Max Trade Drawdown | -191503 | -166242 | -90876 | -2959908 | -1987092 | -1461642 |
Profit Factor | 10.4357 | 17.4356 | 0.987 | 1.0645 | 0.9978 | 1.1621 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.1111 | 37.7778 | 44.4444 | 41.1111 | 37.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 14.9484 | 28.7174 | 1.2337 | 1.5248 | 1.6435 | 1.4526 |
Largest Winning Trade | 6795860 | 6795860 | 33081 | 1843556 | 1843556 | 618855 |
Largest Losing Trade | -43080 | -42097 | -43080 | -686012 | -392786 | -686012 |
Avg Bars in Trades | 75 | 91 | 58 | 75 | 91 | 58 |
Avg Bars in Winners | 124 | 154 | 98 | 124 | 154 | 98 |
Avg Bars in Losers | 40 | 53 | 26 | 40 | 53 | 26 |
Bars Traded | 6766 | 4135 | 2632 | 6766 | 4135 | 2632 |
Profit Streak | 16.3961 | 17.0628 | 0 | 16.3961 | 17.0628 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 749871 | 696821 | -581205 | -353416 | -582116 | -238163 |
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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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