Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516600.1188 | 1449903.1545 | 66696.9643 | 3113337.3649 | 3318110.9012 | -204773.5362 |
Total P&L (%) | 1516.6001 | 1449.9032 | 66.697 | 3113.3374 | 3318.1109 | -204.7735 |
Avg Daily Profit (%) | 0.8349 | 0.7982 | 0.0367 | 0.1912 | 0.1946 | 0 |
Buy And Hold Return (%) | 588.7935 | 588.7935 | 588.7935 | 588.7935 | 588.7935 | 588.7935 |
Max Trade Drawdown | -104905 | -93370 | -51874 | -6080060 | -5073060 | -3542807 |
Profit Factor | 3.7487 | 5.4306 | 1.2971 | 1.1321 | 1.2244 | 0.9767 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 43.1818 | 55.5556 | 49.4382 | 43.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.8339 | 7.1456 | 1.0377 | 1.1579 | 1.611 | 0.7813 |
Largest Winning Trade | 893433 | 893433 | 75186 | 6354918 | 6354918 | 2515994 |
Largest Losing Trade | -39852 | -31502 | -39852 | -2157608 | -2157608 | -1722024 |
Avg Bars in Trades | 77 | 99 | 55 | 77 | 99 | 55 |
Avg Bars in Winners | 102 | 147 | 68 | 102 | 147 | 68 |
Avg Bars in Losers | 52 | 63 | 38 | 52 | 63 | 38 |
Bars Traded | 6878 | 4391 | 2487 | 6878 | 4391 | 2487 |
Profit Streak | 0 | 81.0752 | 0 | 0 | 81.0752 | 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 | 597762 | 555136 | -308775 | -68355 | 208063 | -579991 |
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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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