Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828316.0967 | 862637.1998 | -34321.1031 | 1110547.9425 | 3302970.019 | -2192422.0765 |
Total P&L (%) | 828.3161 | 862.6372 | -34.3211 | 1110.5479 | 3302.97 | -2192.4221 |
Avg Daily Profit (%) | 0.4602 | 0.4793 | -0.0191 | 0.1387 | 0.1962 | 0 |
Buy And Hold Return (%) | 1166.2436 | 1166.2436 | 1166.2436 | 1166.2436 | 1166.2436 | 1166.2436 |
Max Trade Drawdown | -113884 | -72736 | -120890 | -2639265 | -1712742 | -2313774 |
Profit Factor | 2.2065 | 4.1015 | 0.916 | 1.1169 | 1.8319 | 0.6037 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 47.9167 | 54.1667 | 41.6667 | 47.9167 | 54.1667 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3984 | 3.4705 | 1.2824 | 1.214 | 1.5501 | 0.8451 |
Largest Winning Trade | 500848 | 500848 | 74808 | 981179 | 981179 | 582041 |
Largest Losing Trade | -31002 | -24615 | -31002 | -669109 | -560834 | -669109 |
Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
Avg Bars in Winners | 99 | 84 | 118 | 99 | 84 | 118 |
Avg Bars in Losers | 50 | 42 | 57 | 50 | 42 | 57 |
Bars Traded | 7100 | 3118 | 3982 | 7100 | 3118 | 3982 |
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 | -151871 | -147587 | -582263 | -265821 | 318576 | -583930 |
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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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