Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184745.1343 | 1114142.6852 | 70602.449 | 2986107.1241 | 4579781.4416 | -1593674.3175 |
Total P&L (%) | 1184.7451 | 1114.1427 | 70.6024 | 2986.1071 | 4579.7814 | -1593.6743 |
Avg Daily Profit (%) | 0.6495 | 0.6108 | 0.0387 | 0.1882 | 0.2111 | 0 |
Buy And Hold Return (%) | 793.2702 | 793.2702 | 793.2702 | 793.2702 | 793.2702 | 793.2702 |
Max Trade Drawdown | -92005 | -54546 | -102794 | -6999535 | -3814094 | -3430239 |
Profit Factor | 3.0809 | 5.7549 | 1.2107 | 1.1636 | 1.654 | 0.8584 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 51.6854 | 54.5455 | 48.8889 | 51.6854 | 54.5455 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.88 | 4.7957 | 1.2658 | 1.0877 | 1.3783 | 0.8974 |
Largest Winning Trade | 718808 | 718808 | 74217 | 2612314 | 2612314 | 2595371 |
Largest Losing Trade | -71745 | -22170 | -71745 | -2003536 | -1188731 | -2003536 |
Avg Bars in Trades | 59 | 56 | 63 | 59 | 56 | 63 |
Avg Bars in Winners | 82 | 73 | 92 | 82 | 73 | 92 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 5337 | 2499 | 2838 | 5337 | 2499 | 2838 |
Profit Streak | 0 | 117.7953 | 0 | 0 | 117.7953 | 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 | 215140 | -18432 | -307802 | -34631 | 393902 | -581144 |
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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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