Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734923.2715 | 535381.4268 | 199541.8447 | 8258270.9938 | 12295470.2438 | -4037199.25 |
Total P&L (%) | 734.9233 | 535.3814 | 199.5418 | 8258.271 | 12295.4702 | -4037.1993 |
Avg Daily Profit (%) | 0.5203 | 0.379 | 0.1413 | 0.3138 | 0.3418 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -93655 | -73760 | -104656 | -11340670 | -4512119 | -13817414 |
Profit Factor | 2.2616 | 3.3513 | 1.5623 | 1.2123 | 1.9699 | 0.8461 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 58.4158 | 58.8235 | 58 | 58.4158 | 58.8235 | 58 |
Ratio Avg Win / Avg Loss | 1.6099 | 2.3459 | 1.1313 | 0.863 | 1.3789 | 0.6127 |
Largest Winning Trade | 104708 | 104708 | 66061 | 4435583 | 4435583 | 2067361 |
Largest Losing Trade | -53944 | -42800 | -53944 | -7651471 | -2127460 | -7651471 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 2800 | 1405 | 1395 | 2800 | 1405 | 1395 |
Profit Streak | 0 | 0 | 513.2665 | 0 | 0 | 513.2665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601845 | -162657 | -180917 | 307050 | -166753 | -758934 |
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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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