Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853575.3067 | 744877.0291 | 108698.2776 | 6710702.4959 | 3041169.3087 | 3669533.1872 |
Total P&L (%) | 853.5753 | 744.877 | 108.6983 | 6710.7025 | 3041.1693 | 3669.5332 |
Avg Daily Profit (%) | 0.4702 | 0.4103 | 0.0599 | 0.2328 | 0.1901 | 0.2001 |
Buy And Hold Return (%) | 741.0505 | 741.0505 | 741.0505 | 741.0505 | 741.0505 | 741.0505 |
Max Trade Drawdown | -88672 | -100149 | -44374 | -12294526 | -9465825 | -3193815 |
Profit Factor | 2.7547 | 3.2068 | 1.7299 | 1.3086 | 1.1903 | 1.6363 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 59.1398 | 54.3478 | 63.8298 | 59.1398 | 54.3478 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.9032 | 2.6937 | 0.9803 | 0.9041 | 0.9999 | 0.9272 |
Largest Winning Trade | 263155 | 263155 | 30854 | 6384421 | 6384421 | 2509495 |
Largest Losing Trade | -58804 | -58804 | -20750 | -7017125 | -7017125 | -1417510 |
Avg Bars in Trades | 54 | 94 | 16 | 54 | 94 | 16 |
Avg Bars in Winners | 52 | 96 | 16 | 52 | 96 | 16 |
Avg Bars in Losers | 57 | 92 | 15 | 57 | 92 | 15 |
Bars Traded | 5111 | 4344 | 767 | 5111 | 4344 | 767 |
Profit Streak | 0 | 98.3068 | 0 | 0 | 98.3068 | 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 | -101500 | -147009 | -276093 | 295933 | -5839 | 328857 |
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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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