Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882258.6349 | 767427.7577 | 114830.8772 | 10646993.7044 | 13032711.8364 | -2385718.132 |
Total P&L (%) | 882.2586 | 767.4278 | 114.8309 | 10646.9937 | 13032.7118 | -2385.7181 |
Avg Daily Profit (%) | 0.3529 | 0.3069 | 0.0459 | 0.1872 | 0.1953 | 0 |
Buy And Hold Return (%) | 737.8826 | 737.8826 | 737.8826 | 737.8826 | 737.8826 | 737.8826 |
Max Trade Drawdown | -86173 | -54372 | -70346 | -2906827 | -1463421 | -4119954 |
Profit Factor | 2.735 | 4.3283 | 1.4132 | 1.7649 | 3.5579 | 0.7296 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 44.3396 | 45.283 | 43.3962 | 44.3396 | 45.283 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.4333 | 5.2301 | 1.8433 | 2.2155 | 4.2991 | 0.9517 |
Largest Winning Trade | 318190 | 318190 | 53696 | 7623993 | 7623993 | 1244889 |
Largest Losing Trade | -41329 | -18572 | -41329 | -2789003 | -1463421 | -2789003 |
Avg Bars in Trades | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Winners | 104 | 100 | 110 | 104 | 100 | 110 |
Avg Bars in Losers | 41 | 41 | 40 | 41 | 41 | 40 |
Bars Traded | 7360 | 3605 | 3756 | 7360 | 3605 | 3756 |
Profit Streak | 0 | 170.1263 | 0 | 0 | 170.1263 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92261 | -317988 | -478086 | 336812 | -166187 | -763401 |
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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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