Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773006.2247 | 723651.7765 | 49354.4482 | 2455199.7843 | 5037867.9204 | -2582668.1361 |
Total P&L (%) | 773.0062 | 723.6518 | 49.3544 | 2455.1998 | 5037.8679 | -2582.6681 |
Avg Daily Profit (%) | 0.3091 | 0.2894 | 0.0197 | 0.1297 | 0.1577 | 0 |
Buy And Hold Return (%) | 895.7193 | 895.7193 | 895.7193 | 895.7193 | 895.7193 | 895.7193 |
Max Trade Drawdown | -90186 | -57810 | -89907 | -2096978 | -1183966 | -3273401 |
Profit Factor | 2.4295 | 4.2739 | 1.1544 | 1.2942 | 2.8485 | 0.5405 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 46.5116 | 48.8372 | 44.186 | 46.5116 | 48.8372 | 44.186 |
Ratio Avg Win / Avg Loss | 2.7939 | 4.4774 | 1.4582 | 1.4883 | 2.9841 | 0.6827 |
Largest Winning Trade | 306443 | 306443 | 53115 | 2904253 | 2904253 | 710230 |
Largest Losing Trade | -67811 | -32850 | -67811 | -1839100 | -594967 | -1839100 |
Avg Bars in Trades | 83 | 85 | 82 | 83 | 85 | 82 |
Avg Bars in Winners | 118 | 114 | 123 | 118 | 114 | 123 |
Avg Bars in Losers | 53 | 57 | 49 | 53 | 57 | 49 |
Bars Traded | 7197 | 3669 | 3528 | 7197 | 3669 | 3528 |
Profit Streak | 0 | 173.4501 | 0 | 0 | 173.4501 | 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 | -153305 | -149146 | -385196 | -23905 | 459499 | -582988 |
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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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