Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270852.0481 | 1325477.1538 | -54625.1058 | 12875.2232 | 578820.95 | -565945.7268 |
Total P&L (%) | 1270.852 | 1325.4772 | -54.6251 | 12.8752 | 578.821 | -565.9457 |
Avg Daily Profit (%) | 0.5713 | 0.5959 | -0.0246 | 0.0054 | 0.0861 | 0 |
Buy And Hold Return (%) | 264.4302 | 264.4302 | 264.4302 | 264.4302 | 264.4302 | 264.4302 |
Max Trade Drawdown | -171422 | -119104 | -140010 | -980343 | -714487 | -657481 |
Profit Factor | 2.5267 | 4.3654 | 0.8754 | 1.0036 | 1.3362 | 0.6906 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 52.0833 | 47.9167 | 56.25 | 52.0833 | 47.9167 | 56.25 |
Ratio Avg Win / Avg Loss | 2.3246 | 4.745 | 0.6809 | 0.9233 | 1.4524 | 0.5371 |
Largest Winning Trade | 1179813 | 1179813 | 45967 | 579920 | 579920 | 236631 |
Largest Losing Trade | -78039 | -42331 | -78039 | -388864 | -388864 | -283887 |
Avg Bars in Trades | 65 | 77 | 53 | 65 | 77 | 53 |
Avg Bars in Winners | 72 | 92 | 54 | 72 | 92 | 54 |
Avg Bars in Losers | 58 | 62 | 52 | 58 | 62 | 52 |
Bars Traded | 6286 | 3705 | 2581 | 6286 | 3705 | 2581 |
Profit Streak | 0 | 121.1399 | 0 | 0 | 121.1399 | 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 | 541745 | 635872 | -579879 | -569003 | -82624 | -579879 |
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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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