Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081784.0007 | 1125124.5158 | -43340.515 | 324020.1172 | 571841.1236 | -247821.0063 |
Total P&L (%) | 1081.784 | 1125.1245 | -43.3405 | 324.0201 | 571.8411 | -247.821 |
Avg Daily Profit (%) | 0.5922 | 0.6159 | -0.0237 | 0.0791 | 0.1043 | 0 |
Buy And Hold Return (%) | 667.6173 | 667.6173 | 667.6173 | 667.6173 | 667.6173 | 667.6173 |
Max Trade Drawdown | -244944 | -140676 | -152600 | -994632 | -802361 | -408143 |
Profit Factor | 2.4534 | 4.0278 | 0.8837 | 1.0984 | 1.2883 | 0.811 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 47.3684 | 51.0638 | 43.75 | 47.3684 | 51.0638 | 43.75 |
Ratio Avg Win / Avg Loss | 2.726 | 3.86 | 1.1362 | 1.2204 | 1.2347 | 1.0427 |
Largest Winning Trade | 710326 | 710326 | 74343 | 693089 | 693089 | 162755 |
Largest Losing Trade | -50080 | -50080 | -36916 | -434257 | -434257 | -216012 |
Avg Bars in Trades | 75 | 63 | 86 | 75 | 63 | 86 |
Avg Bars in Winners | 90 | 67 | 117 | 90 | 67 | 117 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 7127 | 2962 | 4165 | 7127 | 2962 | 4165 |
Profit Streak | 0 | 114.2746 | 0 | 0 | 114.2746 | 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 | 211505 | 391127 | -581453 | -366211 | -217871 | -581453 |
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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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