Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104679.9306 | 1086496.7404 | 18183.1902 | 1101321.907 | -519355.8533 | 1620677.7602 |
Total P&L (%) | 1104.6799 | 1086.4967 | 18.1832 | 1101.3219 | -519.3559 | 1620.6778 |
Avg Daily Profit (%) | 0.4419 | 0.4346 | 0.0073 | 0.0995 | 0 | 0.1139 |
Buy And Hold Return (%) | 493.7016 | 493.7016 | 493.7016 | 493.7016 | 493.7016 | 493.7016 |
Max Trade Drawdown | -164055 | -87008 | -114386 | -4953831 | -2987984 | -2643724 |
Profit Factor | 2.6912 | 4.9421 | 1.0482 | 1.1115 | 0.9015 | 1.3523 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 44.5652 | 41.3043 | 47.8261 | 44.5652 | 41.3043 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.3476 | 7.023 | 1.1434 | 1.3826 | 1.2811 | 1.4752 |
Largest Winning Trade | 687572 | 687572 | 62339 | 2076913 | 1305975 | 2076913 |
Largest Losing Trade | -47100 | -35044 | -47100 | -982405 | -893417 | -982405 |
Avg Bars in Trades | 105 | 100 | 111 | 105 | 100 | 111 |
Avg Bars in Winners | 157 | 156 | 158 | 157 | 156 | 158 |
Avg Bars in Losers | 64 | 60 | 68 | 64 | 60 | 68 |
Bars Traded | 9750 | 4603 | 5147 | 9750 | 4603 | 5147 |
Profit Streak | 11.695 | 21.445 | 0 | 11.695 | 21.445 | 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 | 313007 | 341551 | -517212 | -164155 | -581868 | -43767 |
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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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