Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980057.6908 | 784975.4678 | 195082.223 | 6167647.208 | -200141.2845 | 6367788.4925 |
Total P&L (%) | 980.0577 | 784.9755 | 195.0822 | 6167.6472 | -200.1413 | 6367.7885 |
Avg Daily Profit (%) | 0.5053 | 0.4047 | 0.1006 | 0.2136 | 0 | 0.2152 |
Buy And Hold Return (%) | 10.4562 | 10.4562 | 10.4562 | 10.4562 | 10.4562 | 10.4562 |
Max Trade Drawdown | -87367 | -74046 | -56649 | -2404759 | -2397500 | -1334319 |
Profit Factor | 3.0313 | 4.0645 | 1.8619 | 1.5053 | 0.9727 | 2.3071 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 50.5376 | 44.6809 | 56.5217 | 50.5376 | 44.6809 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.9668 | 5.0322 | 1.4323 | 1.4733 | 1.2043 | 1.7747 |
Largest Winning Trade | 559878 | 559878 | 48081 | 1975638 | 1975638 | 1751871 |
Largest Losing Trade | -32472 | -32472 | -29587 | -1109884 | -1109884 | -1086705 |
Avg Bars in Trades | 244 | 212 | 277 | 244 | 212 | 277 |
Avg Bars in Winners | 348 | 324 | 366 | 348 | 324 | 366 |
Avg Bars in Losers | 139 | 122 | 161 | 139 | 122 | 161 |
Bars Traded | 22765 | 9994 | 12771 | 22765 | 9994 | 12771 |
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 | 603187 | 536721 | -55357 | 353153 | -581098 | 485263 |
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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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