Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844292.1947 | 784385.6528 | 59906.5419 | 1713453.5212 | 3188147.2358 | -1474693.7146 |
Total P&L (%) | 844.2922 | 784.3857 | 59.9065 | 1713.4535 | 3188.1472 | -1474.6937 |
Avg Daily Profit (%) | 0.4647 | 0.4317 | 0.033 | 0.1596 | 0.1924 | 0 |
Buy And Hold Return (%) | 154.3323 | 154.3323 | 154.3323 | 154.3323 | 154.3323 | 154.3323 |
Max Trade Drawdown | -132860 | -75592 | -65365 | -5293829 | -3031858 | -2769240 |
Profit Factor | 2.3712 | 3.5253 | 1.1963 | 1.1466 | 1.5523 | 0.7508 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.0108 | 41.3043 | 44.6809 | 43.0108 | 41.3043 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.1419 | 5.0097 | 1.4812 | 1.5192 | 2.2059 | 0.9296 |
Largest Winning Trade | 320983 | 320983 | 76848 | 3595757 | 3595757 | 1111275 |
Largest Losing Trade | -45607 | -33633 | -45607 | -1995089 | -1995089 | -1795456 |
Avg Bars in Trades | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Winners | 185 | 195 | 176 | 185 | 195 | 176 |
Avg Bars in Losers | 59 | 47 | 71 | 59 | 47 | 71 |
Bars Traded | 10545 | 4993 | 5552 | 10545 | 4993 | 5552 |
Profit Streak | 0 | 38.6074 | 0 | 0 | 38.6074 | 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 | 407765 | 456882 | -321165 | -52982 | 286110 | -582765 |
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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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