Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913615.8592 | 797427.7479 | 116188.1113 | 7984866.2512 | 11243327.5057 | -3258461.2544 |
Total P&L (%) | 913.6159 | 797.4277 | 116.1881 | 7984.8663 | 11243.3275 | -3258.4613 |
Avg Daily Profit (%) | 0.3651 | 0.3187 | 0.0464 | 0.1757 | 0.1892 | 0 |
Buy And Hold Return (%) | 837.2747 | 837.2747 | 837.2747 | 837.2747 | 837.2747 | 837.2747 |
Max Trade Drawdown | -83763 | -35978 | -70046 | -4693624 | -2106416 | -6550671 |
Profit Factor | 2.809 | 4.8643 | 1.389 | 1.451 | 2.7292 | 0.7091 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 47.8723 | 44.6809 | 51.0638 | 47.8723 | 44.6809 | 51.0638 |
Ratio Avg Win / Avg Loss | 3.0586 | 6.0225 | 1.3311 | 1.58 | 3.379 | 0.6796 |
Largest Winning Trade | 370225 | 370225 | 48975 | 7692258 | 7692258 | 1450037 |
Largest Losing Trade | -70046 | -23139 | -70046 | -4071037 | -1466200 | -4071037 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Losers | 31 | 35 | 26 | 31 | 35 | 26 |
Bars Traded | 4778 | 2417 | 2361 | 4778 | 2417 | 2361 |
Profit Streak | 0 | 0 | 94.9514 | 0 | 0 | 94.9514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123177 | -151017 | -295272 | 337357 | 401965 | -579999 |
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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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