Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818117.9813 | 816635.6106 | 1482.3707 | 1310620.4019 | 1790788.5287 | -480168.1268 |
Total P&L (%) | 818.118 | 816.6356 | 1.4824 | 1310.6204 | 1790.7885 | -480.1681 |
Avg Daily Profit (%) | 0.4509 | 0.4501 | 0.0008 | 0.146 | 0.1622 | 0 |
Buy And Hold Return (%) | 601.3636 | 601.3636 | 601.3636 | 601.3636 | 601.3636 | 601.3636 |
Max Trade Drawdown | -94592 | -36468 | -133724 | -594674 | -202399 | -1058355 |
Profit Factor | 2.8835 | 9.0846 | 1.0044 | 1.4237 | 3.6139 | 0.8006 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 27 | 19 | 8 | 27 | 19 | 8 |
Losing Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Profitability (%) | 29.0323 | 40.4255 | 17.3913 | 29.0323 | 40.4255 | 17.3913 |
Ratio Avg Win / Avg Loss | 7.0485 | 13.3878 | 4.7711 | 3.48 | 5.3258 | 3.803 |
Largest Winning Trade | 575427 | 575427 | 76138 | 658619 | 658619 | 448060 |
Largest Losing Trade | -20630 | -9337 | -20630 | -226113 | -72165 | -226113 |
Avg Bars in Trades | 53 | 15 | 92 | 53 | 15 | 92 |
Avg Bars in Winners | 139 | 31 | 397 | 139 | 31 | 397 |
Avg Bars in Losers | 18 | 4 | 28 | 18 | 4 | 28 |
Bars Traded | 4995 | 723 | 4272 | 4995 | 723 | 4272 |
Profit Streak | 45.3798 | 118.3798 | 0 | 45.3798 | 118.3798 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49192 | -38111 | -635572 | -12731 | 322405 | -641553 |
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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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