Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026412.0019 | 964935.3431 | 61476.6589 | 1767889.9309 | 3454228.2414 | -1686338.3105 |
Total P&L (%) | 1026.412 | 964.9353 | 61.4767 | 1767.8899 | 3454.2282 | -1686.3383 |
Avg Daily Profit (%) | 0.5665 | 0.5325 | 0.0339 | 0.1617 | 0.1973 | 0 |
Buy And Hold Return (%) | 555.3476 | 555.3476 | 555.3476 | 555.3476 | 555.3476 | 555.3476 |
Max Trade Drawdown | -134066 | -124174 | -92002 | -4367204 | -1922973 | -3412358 |
Profit Factor | 2.7811 | 4.209 | 1.2231 | 1.1481 | 1.7059 | 0.7607 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.7811 | 5.2613 | 0.9785 | 1.1481 | 2.1323 | 0.6085 |
Largest Winning Trade | 523618 | 523618 | 49234 | 3628517 | 3628517 | 854190 |
Largest Losing Trade | -61240 | -34077 | -61240 | -2865451 | -582553 | -2865451 |
Avg Bars in Trades | 55 | 68 | 43 | 55 | 68 | 43 |
Avg Bars in Winners | 63 | 70 | 57 | 63 | 70 | 57 |
Avg Bars in Losers | 48 | 67 | 24 | 48 | 67 | 24 |
Bars Traded | 5027 | 3085 | 1942 | 5027 | 3085 | 1942 |
Profit Streak | 0 | 77.5714 | 0 | 0 | 77.5714 | 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 | 317411 | 285098 | -314613 | -52650 | 330846 | -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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