Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2741237.2952 | 2637778.0381 | 103459.2571 | 3351430.3032 | 9796474.715 | -6445044.4118 |
Total P&L (%) | 2741.2373 | 2637.778 | 103.4593 | 3351.4303 | 9796.4747 | -6445.0444 |
Avg Daily Profit (%) | 1.23 | 1.1836 | 0.0464 | 0.159 | 0.2064 | 0 |
Buy And Hold Return (%) | 221.7759 | 221.7759 | 221.7759 | 221.7759 | 221.7759 | 221.7759 |
Max Trade Drawdown | -163295 | -95174 | -74310 | -15782938 | -10884822 | -7763827 |
Profit Factor | 5.4423 | 9.39 | 1.3418 | 1.0624 | 1.3086 | 0.7063 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 54.1667 | 60.4167 | 47.9167 | 54.1667 | 60.4167 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.605 | 6.152 | 1.4585 | 0.899 | 0.8574 | 0.7677 |
Largest Winning Trade | 2436496 | 2436496 | 52450 | 14385637 | 14385637 | 2219570 |
Largest Losing Trade | -52557 | -46058 | -52557 | -6553701 | -5534722 | -6553701 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 83 | 74 | 94 | 83 | 74 | 94 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 6414 | 3066 | 3348 | 6414 | 3066 | 3348 |
Profit Streak | 23.413 | 40.0796 | 0 | 23.413 | 40.0796 | 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 | 828010 | 864509 | -297070 | -144498 | 307769 | -581499 |
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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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