Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779101.5787 | 716611.7074 | 62489.8714 | 3073408.2511 | 6276522.0136 | -3203113.7625 |
Total P&L (%) | 779.1016 | 716.6117 | 62.4899 | 3073.4083 | 6276.522 | -3203.1138 |
Avg Daily Profit (%) | 0.311 | 0.286 | 0.0249 | 0.1381 | 0.166 | 0 |
Buy And Hold Return (%) | 738.5445 | 738.5445 | 738.5445 | 738.5445 | 738.5445 | 738.5445 |
Max Trade Drawdown | -84956 | -68218 | -98380 | -3447632 | -1884907 | -4984102 |
Profit Factor | 2.5246 | 4.4111 | 1.2077 | 1.2454 | 2.4254 | 0.6057 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 46.5909 | 40.9091 | 52.2727 | 46.5909 | 40.9091 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.8941 | 6.3716 | 1.1026 | 1.4276 | 3.5034 | 0.553 |
Largest Winning Trade | 275167 | 275167 | 55636 | 4487970 | 4487970 | 778566 |
Largest Losing Trade | -45128 | -20161 | -45128 | -2666680 | -615615 | -2666680 |
Avg Bars in Trades | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Winners | 109 | 114 | 106 | 109 | 114 | 106 |
Avg Bars in Losers | 60 | 58 | 62 | 60 | 58 | 62 |
Bars Traded | 7343 | 3578 | 3765 | 7343 | 3578 | 3765 |
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 | -135985 | -153118 | -325454 | -11679 | 320090 | -580424 |
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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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