Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928677.4917 | 818801.4059 | 109876.0857 | 9094199.014 | 10232727.0418 | -1138528.0278 |
Total P&L (%) | 928.6775 | 818.8014 | 109.8761 | 9094.199 | 10232.727 | -1138.528 |
Avg Daily Profit (%) | 0.3715 | 0.3275 | 0.044 | 0.181 | 0.1857 | 0 |
Buy And Hold Return (%) | 693.6152 | 693.6152 | 693.6152 | 693.6152 | 693.6152 | 693.6152 |
Max Trade Drawdown | -97100 | -70425 | -77031 | -4496366 | -1958099 | -4829618 |
Profit Factor | 2.6679 | 3.7618 | 1.4221 | 1.6386 | 2.412 | 0.8372 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.5413 | 45.4545 | 53.7037 | 49.5413 | 45.4545 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.7173 | 4.5142 | 1.2259 | 1.6689 | 2.8944 | 0.7217 |
Largest Winning Trade | 335196 | 335196 | 48267 | 8126890 | 8126890 | 903298 |
Largest Losing Trade | -36918 | -36918 | -28954 | -1754675 | -1004617 | -1754675 |
Avg Bars in Trades | 90 | 93 | 86 | 90 | 93 | 86 |
Avg Bars in Winners | 114 | 124 | 106 | 114 | 124 | 106 |
Avg Bars in Losers | 66 | 67 | 64 | 66 | 67 | 64 |
Bars Traded | 9839 | 5148 | 4691 | 9839 | 5148 | 4691 |
Profit Streak | 0 | 0 | 140.3814 | 0 | 0 | 140.3814 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45640 | -275435 | -477768 | 399224 | -169312 | -759392 |
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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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