Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845699.4596 | 706246.3984 | 139453.0612 | 18540858.5535 | 22489192.1002 | -3948333.5467 |
Total P&L (%) | 845.6995 | 706.2464 | 139.4531 | 18540.8586 | 22489.1921 | -3948.3335 |
Avg Daily Profit (%) | 0.3381 | 0.2823 | 0.0557 | 0.2092 | 0.2169 | 0 |
Buy And Hold Return (%) | 793.0967 | 793.0967 | 793.0967 | 793.0967 | 793.0967 | 793.0967 |
Max Trade Drawdown | -76547 | -78728 | -62424 | -10764071 | -2300044 | -10708170 |
Profit Factor | 3.1038 | 4.4618 | 1.7044 | 1.8429 | 4.0999 | 0.7322 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 51.5789 | 51.0638 | 52.0833 | 51.5789 | 51.0638 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.9138 | 4.2759 | 1.568 | 1.7301 | 3.9291 | 0.6736 |
Largest Winning Trade | 177042 | 177042 | 62132 | 13147846 | 13147846 | 2963375 |
Largest Losing Trade | -42402 | -42402 | -32519 | -4678340 | -1423764 | -4678340 |
Avg Bars in Trades | 49 | 57 | 42 | 49 | 57 | 42 |
Avg Bars in Winners | 64 | 66 | 62 | 64 | 66 | 62 |
Avg Bars in Losers | 33 | 47 | 20 | 33 | 47 | 20 |
Bars Traded | 4721 | 2688 | 2033 | 4721 | 2688 | 2033 |
Profit Streak | 18.4669 | 0 | 209.9669 | 18.4669 | 0 | 209.9669 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128974 | -149417 | -279305 | 454817 | 559303 | -579060 |
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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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