Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772940.1121 | 745195.0782 | 27745.0339 | 1552773.4172 | 5058825.19 | -3506051.7728 |
Total P&L (%) | 772.9401 | 745.1951 | 27.745 | 1552.7734 | 5058.8252 | -3506.0518 |
Avg Daily Profit (%) | 0.3089 | 0.2978 | 0.0111 | 0.1122 | 0.1577 | 0 |
Buy And Hold Return (%) | 839.8752 | 839.8752 | 839.8752 | 839.8752 | 839.8752 | 839.8752 |
Max Trade Drawdown | -124695 | -72621 | -130679 | -3688634 | -1628511 | -5549993 |
Profit Factor | 2.3398 | 4.0474 | 1.0835 | 1.1344 | 2.2134 | 0.5253 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 45.6522 | 47.8261 | 43.4783 | 45.6522 | 47.8261 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.7854 | 4.4153 | 1.4085 | 1.3504 | 2.4146 | 0.683 |
Largest Winning Trade | 329346 | 329346 | 46448 | 3654319 | 3654319 | 677859 |
Largest Losing Trade | -67022 | -31363 | -67022 | -3212961 | -756668 | -3212961 |
Avg Bars in Trades | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Winners | 105 | 106 | 104 | 105 | 106 | 104 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 7198 | 3695 | 3503 | 7198 | 3695 | 3503 |
Profit Streak | 0 | 173.0763 | 0 | 0 | 173.0763 | 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 | -153798 | -149610 | -474969 | -124881 | 411634 | -583240 |
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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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