Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527294.1774 | 470428.8776 | 56865.2998 | 1364687.4692 | 2455834.8965 | -1091147.4273 |
Total P&L (%) | 527.2942 | 470.4289 | 56.8653 | 1364.6875 | 2455.8349 | -1091.1474 |
Avg Daily Profit (%) | 0.593 | 0.5291 | 0.064 | 0.3023 | 0.3652 | 0 |
Buy And Hold Return (%) | 251.3917 | 251.3917 | 251.3917 | 251.3917 | 251.3917 | 251.3917 |
Max Trade Drawdown | -112219 | -75607 | -66457 | -3408265 | -2234805 | -1952984 |
Profit Factor | 2.5808 | 3.7663 | 1.3478 | 1.2128 | 1.8142 | 0.6789 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.122 | 41.4634 | 48.7805 | 45.122 | 41.4634 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.1389 | 5.3172 | 1.4152 | 1.475 | 2.5613 | 0.7128 |
Largest Winning Trade | 252058 | 252058 | 29944 | 2183429 | 2183429 | 484168 |
Largest Losing Trade | -28271 | -27651 | -28271 | -809647 | -806211 | -809647 |
Avg Bars in Trades | 62 | 87 | 37 | 62 | 87 | 37 |
Avg Bars in Winners | 89 | 148 | 39 | 89 | 148 | 39 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 5104 | 3583 | 1520 | 5104 | 3583 | 1520 |
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 | -595 | 226545 | -273375 | -3259 | 345854 | -581216 |
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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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