Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772418.1253 | 721532.0022 | 50886.1231 | 2204300.2193 | 4452214.8458 | -2247914.6266 |
Total P&L (%) | 772.4181 | 721.532 | 50.8861 | 2204.3002 | 4452.2148 | -2247.9146 |
Avg Daily Profit (%) | 0.3089 | 0.2886 | 0.0204 | 0.1256 | 0.1528 | 0 |
Buy And Hold Return (%) | 772.0631 | 772.0631 | 772.0631 | 772.0631 | 772.0631 | 772.0631 |
Max Trade Drawdown | -82478 | -48714 | -82785 | -2471782 | -1015959 | -2928575 |
Profit Factor | 2.4338 | 3.9778 | 1.1717 | 1.2689 | 2.3328 | 0.5373 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50.5747 | 48.8372 | 52.2727 | 50.5747 | 48.8372 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.3785 | 4.1672 | 1.0698 | 1.24 | 2.4439 | 0.4906 |
Largest Winning Trade | 344166 | 344166 | 48501 | 3092589 | 3092589 | 391199 |
Largest Losing Trade | -68167 | -36495 | -68167 | -1537906 | -822630 | -1537906 |
Avg Bars in Trades | 111 | 113 | 109 | 111 | 113 | 109 |
Avg Bars in Winners | 138 | 139 | 137 | 138 | 139 | 137 |
Avg Bars in Losers | 84 | 88 | 79 | 84 | 88 | 79 |
Bars Traded | 9714 | 4886 | 4828 | 9714 | 4886 | 4828 |
Profit Streak | 0 | 174.0264 | 0 | 0 | 174.0264 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151721 | -149369 | -362784 | -28014 | 425607 | -580424 |
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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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