Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103946.4391 | 1032061.356 | 71885.0831 | 4756029.0159 | 4967306.952 | -211277.936 |
Total P&L (%) | 1103.9464 | 1032.0614 | 71.8851 | 4756.029 | 4967.307 | -211.2779 |
Avg Daily Profit (%) | 0.6039 | 0.5646 | 0.0393 | 0.2126 | 0.215 | 0 |
Buy And Hold Return (%) | 698.3412 | 698.3412 | 698.3412 | 698.3412 | 698.3412 | 698.3412 |
Max Trade Drawdown | -78809 | -59927 | -85760 | -5714267 | -3017207 | -3033166 |
Profit Factor | 3.0166 | 5.4616 | 1.2274 | 1.2897 | 1.7672 | 0.9788 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 44.8276 | 51.1628 | 38.6364 | 44.8276 | 51.1628 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.7128 | 5.2133 | 1.9494 | 1.5873 | 1.6869 | 1.5545 |
Largest Winning Trade | 623938 | 623938 | 74443 | 2656379 | 2656379 | 2497148 |
Largest Losing Trade | -48559 | -23845 | -48559 | -1779756 | -1129342 | -1779756 |
Avg Bars in Trades | 61 | 58 | 65 | 61 | 58 | 65 |
Avg Bars in Winners | 88 | 74 | 106 | 88 | 74 | 106 |
Avg Bars in Losers | 40 | 40 | 39 | 40 | 40 | 39 |
Bars Traded | 5385 | 2502 | 2882 | 5385 | 2502 | 2882 |
Profit Streak | 0 | 121.3178 | 0 | 0 | 121.3178 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208421 | 120311 | -309761 | 265397 | 456364 | -582360 |
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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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