Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279170.6776 | 1194361.0948 | 84809.5829 | 5709636.7499 | 6289298.993 | -579662.2431 |
Total P&L (%) | 1279.1707 | 1194.3611 | 84.8096 | 5709.6368 | 6289.299 | -579.6622 |
Avg Daily Profit (%) | 0.7048 | 0.6581 | 0.0467 | 0.2241 | 0.2293 | 0 |
Buy And Hold Return (%) | 614.5978 | 614.5978 | 614.5978 | 614.5978 | 614.5978 | 614.5978 |
Max Trade Drawdown | -67986 | -56399 | -86343 | -5650556 | -3116581 | -3757024 |
Profit Factor | 3.3263 | 6.1706 | 1.266 | 1.2637 | 1.725 | 0.9553 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 4.1376 | 8.0218 | 1.5071 | 1.572 | 2.2424 | 1.1373 |
Largest Winning Trade | 781371 | 781371 | 76222 | 2767101 | 2767101 | 2392386 |
Largest Losing Trade | -59121 | -21534 | -59121 | -1750812 | -1361251 | -1750812 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 87 | 73 | 101 | 87 | 73 | 101 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 5369 | 2497 | 2872 | 5369 | 2497 | 2872 |
Profit Streak | 0 | 9.3187 | 0 | 0 | 9.3187 | 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 | 377889 | 411053 | -296911 | 264551 | 351417 | -580728 |
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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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