Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633624.0269 | 590514.4099 | 43109.6171 | 887183.4673 | 2745581.461 | -1858397.9937 |
Total P&L (%) | 633.624 | 590.5144 | 43.1096 | 887.1835 | 2745.5815 | -1858.398 |
Avg Daily Profit (%) | 0.3507 | 0.3268 | 0.0239 | 0.1268 | 0.1855 | 0 |
Buy And Hold Return (%) | 208.1635 | 208.1635 | 208.1635 | 208.1635 | 208.1635 | 208.1635 |
Max Trade Drawdown | -100226 | -67546 | -88886 | -2908992 | -1533783 | -2914589 |
Profit Factor | 2.2378 | 3.982 | 1.1373 | 1.0939 | 1.8408 | 0.6995 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 53.8462 | 55.5556 | 52.1739 | 53.8462 | 55.5556 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.9181 | 3.1856 | 1.0426 | 0.9376 | 1.4726 | 0.6412 |
Largest Winning Trade | 243913 | 243913 | 64509 | 1973971 | 1973971 | 825366 |
Largest Losing Trade | -33975 | -33975 | -29862 | -1023741 | -604930 | -1023741 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 3450 | 1576 | 1874 | 3450 | 1576 | 1874 |
Profit Streak | 0 | 105.3215 | 0 | 0 | 105.3215 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405133 | 541965 | -395867 | -143500 | 447705 | -580422 |
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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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