Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898320.671 | 796388.7965 | 101931.8745 | 7509132.3334 | 8752935.5529 | -1243803.2195 |
Total P&L (%) | 898.3207 | 796.3888 | 101.9319 | 7509.1323 | 8752.9356 | -1243.8032 |
Avg Daily Profit (%) | 0.3592 | 0.3184 | 0.0408 | 0.1734 | 0.1794 | 0 |
Buy And Hold Return (%) | 811.2017 | 811.2017 | 811.2017 | 811.2017 | 811.2017 | 811.2017 |
Max Trade Drawdown | -75556 | -57546 | -74438 | -2615692 | -930329 | -3890061 |
Profit Factor | 2.8449 | 4.7664 | 1.37 | 1.759 | 3.5027 | 0.8056 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.8449 | 4.7664 | 1.37 | 1.759 | 3.5027 | 0.8056 |
Largest Winning Trade | 367163 | 367163 | 49103 | 4697564 | 4697564 | 948907 |
Largest Losing Trade | -65529 | -18805 | -65529 | -2484641 | -620031 | -2484641 |
Avg Bars in Trades | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Winners | 104 | 109 | 99 | 104 | 109 | 99 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 7232 | 3679 | 3554 | 7232 | 3679 | 3554 |
Profit Streak | 0 | 175.3494 | 0 | 0 | 175.3494 | 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 | -117291 | -148061 | -303657 | 410057 | 561662 | -580704 |
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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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