Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883469.3688 | 770587.0541 | 112882.3146 | 9538638.7608 | 13458722.3079 | -3920083.5472 |
Total P&L (%) | 883.4694 | 770.5871 | 112.8823 | 9538.6388 | 13458.7223 | -3920.0835 |
Avg Daily Profit (%) | 0.3533 | 0.3082 | 0.0451 | 0.1829 | 0.1965 | 0 |
Buy And Hold Return (%) | 762.8731 | 762.8731 | 762.8731 | 762.8731 | 762.8731 | 762.8731 |
Max Trade Drawdown | -65319 | -45425 | -54515 | -7404014 | -3744437 | -5940607 |
Profit Factor | 3.1922 | 5.8652 | 1.4615 | 1.6576 | 3.3633 | 0.5551 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 51.8519 | 50 | 53.6585 | 51.8519 | 50 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.9642 | 5.8652 | 1.2622 | 1.5392 | 3.3633 | 0.4794 |
Largest Winning Trade | 361218 | 361218 | 49253 | 11057548 | 11057548 | 587950 |
Largest Losing Trade | -50498 | -22320 | -50498 | -3759634 | -1987399 | -3759634 |
Avg Bars in Trades | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Winners | 105 | 111 | 100 | 105 | 111 | 100 |
Avg Bars in Losers | 73 | 72 | 73 | 73 | 72 | 73 |
Bars Traded | 7290 | 3679 | 3611 | 7290 | 3679 | 3611 |
Profit Streak | 0 | 172.6936 | 0 | 0 | 172.6936 | 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 | -117185 | -144243 | -296815 | -5006 | 555695 | -580268 |
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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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