Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075580.821 | 1025565.7145 | 50015.1065 | 2385057.7083 | 2733661.3218 | -348603.6135 |
Total P&L (%) | 1075.5808 | 1025.5657 | 50.0151 | 2385.0577 | 2733.6613 | -348.6036 |
Avg Daily Profit (%) | 0.5929 | 0.5653 | 0.0276 | 0.1773 | 0.1845 | 0 |
Buy And Hold Return (%) | 526.3267 | 526.3267 | 526.3267 | 526.3267 | 526.3267 | 526.3267 |
Max Trade Drawdown | -89876 | -70498 | -58756 | -2174219 | -1563115 | -1429706 |
Profit Factor | 3.2367 | 5.7331 | 1.1893 | 1.2966 | 1.7582 | 0.9214 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.2077 | 8.9181 | 1.2974 | 1.6856 | 2.735 | 1.0052 |
Largest Winning Trade | 575799 | 575799 | 68530 | 2519376 | 2519376 | 850441 |
Largest Losing Trade | -29100 | -19477 | -29100 | -730062 | -730062 | -638770 |
Avg Bars in Trades | 113 | 101 | 126 | 113 | 101 | 126 |
Avg Bars in Winners | 186 | 160 | 208 | 186 | 160 | 208 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 10481 | 4684 | 5797 | 10481 | 4684 | 5797 |
Profit Streak | 0 | 102.5823 | 0 | 0 | 102.5823 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312954 | 312039 | -334886 | 179172 | 231911 | -579883 |
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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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