Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949416.4959 | 812939.4875 | 136477.0085 | 15521003.0611 | 20812917.8088 | -5291914.7477 |
Total P&L (%) | 949.4165 | 812.9395 | 136.477 | 15521.0031 | 20812.9178 | -5291.9147 |
Avg Daily Profit (%) | 0.3797 | 0.3251 | 0.0546 | 0.2022 | 0.2139 | 0 |
Buy And Hold Return (%) | 731.2994 | 731.2994 | 731.2994 | 731.2994 | 731.2994 | 731.2994 |
Max Trade Drawdown | -89217 | -80865 | -40609 | -10233649 | -2413854 | -8843167 |
Profit Factor | 3.4719 | 5.0151 | 1.7514 | 1.9492 | 5.3456 | 0.5423 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 62.6506 | 65.8537 | 59.5238 | 62.6506 | 65.8537 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.0698 | 2.6004 | 1.191 | 1.162 | 2.7718 | 0.3688 |
Largest Winning Trade | 325724 | 325724 | 46060 | 16661127 | 16661127 | 1388962 |
Largest Losing Trade | -48606 | -48606 | -40609 | -8843167 | -1390482 | -8843167 |
Avg Bars in Trades | 85 | 134 | 37 | 85 | 134 | 37 |
Avg Bars in Winners | 88 | 130 | 42 | 88 | 130 | 42 |
Avg Bars in Losers | 80 | 141 | 30 | 80 | 141 | 30 |
Bars Traded | 7095 | 5512 | 1583 | 7095 | 5512 | 1583 |
Profit Streak | 0 | 106.1458 | 0 | 0 | 106.1458 | 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 | -56131 | -111480 | -282318 | 406368 | 678865 | -579500 |
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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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