Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1008987.0295 | 968136.4148 | 40850.6147 | 2144032.6339 | 2576812.3808 | -432779.7469 |
Total P&L (%) | 1008.987 | 968.1364 | 40.8506 | 2144.0326 | 2576.8124 | -432.7797 |
Avg Daily Profit (%) | 0.5565 | 0.534 | 0.0225 | 0.1717 | 0.1815 | 0 |
Buy And Hold Return (%) | 563.8819 | 563.8819 | 563.8819 | 563.8819 | 563.8819 | 563.8819 |
Max Trade Drawdown | -90933 | -73962 | -73387 | -3720652 | -1406475 | -2547565 |
Profit Factor | 2.9625 | 5.2551 | 1.1425 | 1.2109 | 1.6545 | 0.9305 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.8723 | 46.8085 | 48.9362 | 47.8723 | 46.8085 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.2259 | 5.9717 | 1.1922 | 1.3185 | 1.8801 | 0.971 |
Largest Winning Trade | 499609 | 499609 | 66026 | 2338668 | 2338668 | 1789532 |
Largest Losing Trade | -38164 | -38164 | -29284 | -1049158 | -598541 | -1049158 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 80 | 65 | 95 | 80 | 65 | 95 |
Avg Bars in Losers | 32 | 26 | 38 | 32 | 26 | 38 |
Bars Traded | 5241 | 2112 | 3129 | 5241 | 2112 | 3129 |
Profit Streak | 0 | 86.9972 | 0 | 0 | 86.9972 | 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 | 283420 | 356362 | -392613 | 156982 | 327519 | -581110 |
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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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