Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785111.4351 | 721874.0505 | 63237.3846 | 2195504.2699 | 4914765.5907 | -2719261.3208 |
Total P&L (%) | 785.1114 | 721.8741 | 63.2374 | 2195.5043 | 4914.7656 | -2719.2613 |
Avg Daily Profit (%) | 0.3139 | 0.2886 | 0.0253 | 0.1254 | 0.1566 | 0 |
Buy And Hold Return (%) | 841.213 | 841.213 | 841.213 | 841.213 | 841.213 | 841.213 |
Max Trade Drawdown | -88327 | -47723 | -104950 | -3206026 | -835919 | -4440943 |
Profit Factor | 2.4075 | 3.7429 | 1.2146 | 1.2343 | 2.4662 | 0.5482 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.6744 | 46.5116 | 48.8372 | 47.6744 | 46.5116 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.6424 | 4.3044 | 1.2725 | 1.3547 | 2.8362 | 0.5743 |
Largest Winning Trade | 302200 | 302200 | 47962 | 2887363 | 2887363 | 522425 |
Largest Losing Trade | -69834 | -35748 | -69834 | -2906155 | -672484 | -2906155 |
Avg Bars in Trades | 114 | 113 | 115 | 114 | 113 | 115 |
Avg Bars in Winners | 144 | 145 | 143 | 144 | 145 | 143 |
Avg Bars in Losers | 86 | 85 | 87 | 86 | 85 | 87 |
Bars Traded | 9816 | 4869 | 4947 | 9816 | 4869 | 4947 |
Profit Streak | 0 | 174.3614 | 0 | 0 | 174.3614 | 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 | -152854 | -150446 | -325713 | -29697 | 405318 | -581179 |
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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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