Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118506.1 | 1151793.2937 | -33287.1938 | 151051.4618 | 544817.4475 | -393765.9857 |
Total P&L (%) | 1118.5061 | 1151.7933 | -33.2872 | 151.0515 | 544.8174 | -393.766 |
Avg Daily Profit (%) | 0.6156 | 0.634 | -0.0183 | 0.0507 | 0.1026 | 0 |
Buy And Hold Return (%) | 611.141 | 611.141 | 611.141 | 611.141 | 611.141 | 611.141 |
Max Trade Drawdown | -203408 | -156952 | -128126 | -1217815 | -806012 | -623528 |
Profit Factor | 2.4484 | 3.8032 | 0.9079 | 1.0666 | 1.4145 | 0.5868 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 47.3118 | 41.3043 | 53.1915 | 47.3118 | 41.3043 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.7266 | 5.4046 | 0.7989 | 1.1878 | 2.0101 | 0.5164 |
Largest Winning Trade | 717563 | 717563 | 41031 | 1045995 | 1045995 | 62071 |
Largest Losing Trade | -52436 | -51923 | -52436 | -651042 | -651042 | -316086 |
Avg Bars in Trades | 111 | 171 | 52 | 111 | 171 | 52 |
Avg Bars in Winners | 116 | 186 | 64 | 116 | 186 | 64 |
Avg Bars in Losers | 106 | 160 | 39 | 106 | 160 | 39 |
Bars Traded | 10340 | 7868 | 2472 | 10340 | 7868 | 2472 |
Profit Streak | 0 | 92.7339 | 0 | 0 | 92.7339 | 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 | 267746 | 311672 | -580283 | -439052 | -221770 | -580283 |
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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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