Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811907.8442 | 807568.2785 | 4339.5658 | 417995.7379 | 691063.3889 | -273067.651 |
Total P&L (%) | 811.9078 | 807.5683 | 4.3396 | 417.9957 | 691.0634 | -273.0677 |
Avg Daily Profit (%) | 0.4515 | 0.4491 | 0.0024 | 0.0915 | 0.1151 | 0 |
Buy And Hold Return (%) | 376.2806 | 376.2806 | 376.2806 | 376.2806 | 376.2806 | 376.2806 |
Max Trade Drawdown | -184089 | -199797 | -58491 | -16388027 | -16140681 | -2570950 |
Profit Factor | 2.1237 | 2.5096 | 1.0231 | 1.0157 | 1.0321 | 0.9462 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 52.5773 | 52.0833 | 53.0612 | 52.5773 | 52.0833 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.9155 | 2.3088 | 0.9051 | 0.9161 | 0.9496 | 0.8371 |
Largest Winning Trade | 341067 | 341067 | 18770 | 5727666 | 5727666 | 801688 |
Largest Losing Trade | -68691 | -68691 | -56199 | -6262322 | -6262322 | -2322878 |
Avg Bars in Trades | 52 | 100 | 5 | 52 | 100 | 5 |
Avg Bars in Winners | 35 | 64 | 7 | 35 | 64 | 7 |
Avg Bars in Losers | 71 | 138 | 4 | 71 | 138 | 4 |
Bars Traded | 5098 | 4818 | 280 | 5098 | 4818 | 280 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323320 | 338206 | -551344 | -406391 | -233416 | -580007 |
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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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