Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414844.9767 | 1337918.129 | 76926.8477 | 4120972.4297 | 4683781.0172 | -562808.5875 |
Total P&L (%) | 1414.845 | 1337.9181 | 76.9268 | 4120.9724 | 4683.781 | -562.8086 |
Avg Daily Profit (%) | 0.7769 | 0.7346 | 0.0422 | 0.2057 | 0.2126 | 0 |
Buy And Hold Return (%) | 627.9545 | 627.9545 | 627.9545 | 627.9545 | 627.9545 | 627.9545 |
Max Trade Drawdown | -105054 | -66373 | -79991 | -8419671 | -5407871 | -3379529 |
Profit Factor | 3.2697 | 5.3993 | 1.241 | 1.185 | 1.4618 | 0.9536 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 45.4545 | 41.8182 | 49.0909 | 45.4545 | 41.8182 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.9236 | 7.5121 | 1.2869 | 1.422 | 2.0338 | 0.9889 |
Largest Winning Trade | 850267 | 850267 | 72978 | 5668634 | 5668634 | 2241049 |
Largest Losing Trade | -33205 | -28624 | -33205 | -1781370 | -1365269 | -1781370 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 92 | 86 | 97 | 92 | 86 | 97 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 7110 | 3302 | 3809 | 7110 | 3302 | 3809 |
Profit Streak | 0 | 27.161 | 0 | 0 | 27.161 | 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 | 451501 | -168019 | -482952 | -10669 | -172366 | -761186 |
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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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