Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126499.729 | 1136478.4704 | -9978.7414 | 483841.3645 | 848303.7579 | -364462.3934 |
Total P&L (%) | 1126.4997 | 1136.4785 | -9.9787 | 483.8414 | 848.3038 | -364.4624 |
Avg Daily Profit (%) | 0.6194 | 0.6249 | -0.0055 | 0.0971 | 0.1238 | 0 |
Buy And Hold Return (%) | 577.8662 | 577.8662 | 577.8662 | 577.8662 | 577.8662 | 577.8662 |
Max Trade Drawdown | -134785 | -79559 | -125755 | -726798 | -700310 | -651924 |
Profit Factor | 2.6037 | 3.9768 | 0.9689 | 1.1501 | 1.4893 | 0.7554 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 46.8085 | 42.5532 | 51.0638 | 46.8085 | 42.5532 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.9588 | 5.3687 | 0.9285 | 1.3069 | 2.0106 | 0.724 |
Largest Winning Trade | 828378 | 828378 | 60459 | 532874 | 532874 | 189601 |
Largest Losing Trade | -41019 | -35145 | -41019 | -325223 | -325223 | -279335 |
Avg Bars in Trades | 75 | 89 | 61 | 75 | 89 | 61 |
Avg Bars in Winners | 92 | 112 | 76 | 92 | 112 | 76 |
Avg Bars in Losers | 60 | 72 | 47 | 60 | 72 | 47 |
Bars Traded | 7116 | 4207 | 2909 | 7116 | 4207 | 2909 |
Profit Streak | 0 | 107.4669 | 0 | 0 | 107.4669 | 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 | 301351 | 350847 | -580558 | -285598 | -47059 | -580558 |
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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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