Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543147.0756 | 1552266.3449 | -9119.2693 | 579308.0839 | 1798592.2616 | -1219284.1777 |
Total P&L (%) | 1543.1471 | 1552.2663 | -9.1193 | 579.3081 | 1798.5923 | -1219.2842 |
Avg Daily Profit (%) | 0.8483 | 0.8534 | -0.005 | 0.1054 | 0.162 | 0 |
Buy And Hold Return (%) | 685.1754 | 685.1754 | 685.1754 | 685.1754 | 685.1754 | 685.1754 |
Max Trade Drawdown | -98991 | -72805 | -73973 | -2032811 | -1188084 | -1498311 |
Profit Factor | 3.0445 | 5.4404 | 0.9775 | 1.0725 | 1.5367 | 0.7375 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.7871 | 7.0726 | 1.1637 | 1.334 | 1.9977 | 0.878 |
Largest Winning Trade | 1221235 | 1221235 | 69843 | 1591814 | 1591814 | 556646 |
Largest Losing Trade | -54653 | -47252 | -54653 | -924046 | -417417 | -924046 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 91 | 99 | 82 | 91 | 99 | 82 |
Avg Bars in Losers | 64 | 78 | 49 | 64 | 78 | 49 |
Bars Traded | 7008 | 4032 | 2976 | 7008 | 4032 | 2976 |
Profit Streak | 0 | 102.5164 | 0 | 0 | 102.5164 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430133 | 543755 | -580728 | -360357 | 208897 | -582395 |
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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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