Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966696.6771 | 841372.4779 | 125324.1991 | 11683879.6187 | 9035213.5998 | 2648666.0189 |
Total P&L (%) | 966.6967 | 841.3725 | 125.3242 | 11683.8796 | 9035.2136 | 2648.666 |
Avg Daily Profit (%) | 0.5322 | 0.4632 | 0.069 | 0.2629 | 0.2488 | 0.1826 |
Buy And Hold Return (%) | 640.8947 | 640.8947 | 640.8947 | 640.8947 | 640.8947 | 640.8947 |
Max Trade Drawdown | -56945 | -44860 | -36941 | -7302287 | -5966286 | -3965440 |
Profit Factor | 2.9433 | 4.4038 | 1.5008 | 1.3651 | 1.5977 | 1.1568 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 42.7083 | 43.75 | 41.6667 | 42.7083 | 43.75 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.9484 | 5.6621 | 2.1011 | 1.8312 | 2.0541 | 1.6196 |
Largest Winning Trade | 272248 | 272248 | 66048 | 5006151 | 4774850 | 5006151 |
Largest Losing Trade | -28839 | -26589 | -28839 | -3965440 | -3402286 | -3965440 |
Avg Bars in Trades | 72 | 76 | 69 | 72 | 76 | 69 |
Avg Bars in Winners | 106 | 95 | 118 | 106 | 95 | 118 |
Avg Bars in Losers | 47 | 60 | 35 | 47 | 60 | 35 |
Bars Traded | 7005 | 3655 | 3350 | 7005 | 3655 | 3350 |
Profit Streak | 0 | 108.195 | 0 | 0 | 108.195 | 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 | 135042 | -52594 | -267324 | 273171 | 348814 | -44259 |
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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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