Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831566.2598 | 752943.7808 | 78622.479 | 4339395.7741 | 3826662.2669 | 512733.5072 |
Total P&L (%) | 831.5663 | 752.9438 | 78.6225 | 4339.3958 | 3826.6623 | 512.7335 |
Avg Daily Profit (%) | 0.4548 | 0.4118 | 0.043 | 0.2077 | 0.201 | 0.0992 |
Buy And Hold Return (%) | 855.5185 | 855.5185 | 855.5185 | 855.5185 | 855.5185 | 855.5185 |
Max Trade Drawdown | -80291 | -75757 | -109570 | -3135184 | -3002145 | -2834565 |
Profit Factor | 2.4108 | 3.6873 | 1.2542 | 1.3361 | 1.6578 | 1.0723 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 51.0417 | 50 | 52.0833 | 51.0417 | 50 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.3124 | 3.6873 | 1.1539 | 1.2816 | 1.6578 | 0.9865 |
Largest Winning Trade | 211569 | 211569 | 63214 | 2312882 | 2312882 | 1484600 |
Largest Losing Trade | -51479 | -25939 | -51479 | -1293007 | -1293007 | -1263099 |
Avg Bars in Trades | 54 | 58 | 51 | 54 | 58 | 51 |
Avg Bars in Winners | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Losers | 41 | 51 | 30 | 41 | 51 | 30 |
Bars Traded | 5262 | 2787 | 2475 | 5262 | 2787 | 2475 |
Profit Streak | 0 | 128.9332 | 0 | 0 | 128.9332 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150578 | -147657 | -301085 | 270496 | 389653 | -368208 |
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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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