Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215704.1155 | 1141583.8862 | 74120.2293 | 4249732.625 | 4398445.0342 | -148712.4092 |
Total P&L (%) | 1215.7041 | 1141.5839 | 74.1202 | 4249.7326 | 4398.445 | -148.7124 |
Avg Daily Profit (%) | 0.6652 | 0.6246 | 0.0406 | 0.2066 | 0.2085 | 0 |
Buy And Hold Return (%) | 884.16 | 884.16 | 884.16 | 884.16 | 884.16 | 884.16 |
Max Trade Drawdown | -77856 | -75138 | -53243 | -3130946 | -1808081 | -1888627 |
Profit Factor | 3.3816 | 5.3247 | 1.3007 | 1.4482 | 1.9012 | 0.9677 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 53.8462 | 51.9231 | 55.7692 | 53.8462 | 51.9231 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.8985 | 4.9303 | 1.0316 | 1.2413 | 1.7604 | 0.7675 |
Largest Winning Trade | 586405 | 586405 | 67714 | 3616118 | 3616118 | 1268972 |
Largest Losing Trade | -38630 | -38630 | -37814 | -1317101 | -913590 | -1317101 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 5204 | 2468 | 2736 | 5204 | 2468 | 2736 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29861 | -235303 | -483731 | 300748 | -169442 | -760085 |
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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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