Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334464.0952 | 1320832.975 | 13631.1202 | 806422.8443 | 540812.4218 | 265610.4224 |
Total P&L (%) | 1334.4641 | 1320.833 | 13.6311 | 806.4228 | 540.8124 | 265.6104 |
Avg Daily Profit (%) | 0.7317 | 0.7243 | 0.0075 | 0.1209 | 0.1019 | 0.0711 |
Buy And Hold Return (%) | 701.3061 | 701.3061 | 701.3061 | 701.3061 | 701.3061 | 701.3061 |
Max Trade Drawdown | -141463 | -127325 | -65283 | -2075862 | -2139704 | -929451 |
Profit Factor | 3.0521 | 4.7594 | 1.0456 | 1.0915 | 1.0995 | 1.0787 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 46.9388 | 42.8571 | 51.0204 | 46.9388 | 42.8571 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.4502 | 6.3459 | 1.0038 | 1.2339 | 1.466 | 1.0355 |
Largest Winning Trade | 784672 | 784672 | 56347 | 1694786 | 1694786 | 772490 |
Largest Losing Trade | -39739 | -34766 | -39739 | -779574 | -779574 | -475577 |
Avg Bars in Trades | 52 | 59 | 46 | 52 | 59 | 46 |
Avg Bars in Winners | 61 | 81 | 44 | 61 | 81 | 44 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 5183 | 2904 | 2279 | 5183 | 2904 | 2279 |
Profit Streak | 0 | 87.2598 | 0 | 0 | 87.2598 | 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 | 358094 | 372520 | -518759 | -271077 | -335515 | -397532 |
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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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