Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910740.685 | 811001.9849 | 99738.7001 | 11145488.5961 | 9440748.2416 | 1704740.3546 |
Total P&L (%) | 910.7407 | 811.002 | 99.7387 | 11145.4886 | 9440.7482 | 1704.7404 |
Avg Daily Profit (%) | 0.5018 | 0.4468 | 0.055 | 0.2605 | 0.2514 | 0.1595 |
Buy And Hold Return (%) | 600.7232 | 600.7232 | 600.7232 | 600.7232 | 600.7232 | 600.7232 |
Max Trade Drawdown | -48655 | -37556 | -83606 | -4279447 | -3215415 | -3970462 |
Profit Factor | 2.8194 | 5.7035 | 1.3039 | 1.4581 | 2.1292 | 1.1067 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.8824 | 47.619 | 44.186 | 45.8824 | 47.619 | 44.186 |
Ratio Avg Win / Avg Loss | 3.3255 | 6.2739 | 1.6471 | 1.7198 | 2.3421 | 1.398 |
Largest Winning Trade | 274351 | 274351 | 78156 | 3514360 | 3475843 | 3514360 |
Largest Losing Trade | -37888 | -18386 | -37888 | -3164916 | -2001141 | -3164916 |
Avg Bars in Trades | 253 | 186 | 319 | 253 | 186 | 319 |
Avg Bars in Winners | 382 | 262 | 508 | 382 | 262 | 508 |
Avg Bars in Losers | 144 | 116 | 170 | 144 | 116 | 170 |
Bars Traded | 21557 | 7812 | 13745 | 21557 | 7812 | 13745 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 162332 | -39300 | -286308 | 336301 | 419196 | -100891 |
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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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