Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 894631.9749 | 803515.4413 | 91116.5336 | 5126532.783 | 6552072.204 | -1425539.4211 |
Total P&L (%) | 894.632 | 803.5154 | 91.1165 | 5126.5328 | 6552.0722 | -1425.5394 |
Avg Daily Profit (%) | 0.3574 | 0.321 | 0.0364 | 0.1582 | 0.1678 | 0 |
Buy And Hold Return (%) | 934.4839 | 934.4839 | 934.4839 | 934.4839 | 934.4839 | 934.4839 |
Max Trade Drawdown | -92545 | -57422 | -74292 | -3464709 | -1145868 | -3366022 |
Profit Factor | 2.6044 | 4.0314 | 1.3115 | 1.467 | 2.4588 | 0.7802 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 48.0392 | 45.098 | 50.9804 | 48.0392 | 45.098 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.817 | 4.9078 | 1.261 | 1.5868 | 2.9934 | 0.7502 |
Largest Winning Trade | 357067 | 357067 | 50107 | 3103626 | 3103626 | 784961 |
Largest Losing Trade | -71330 | -36366 | -71330 | -3091414 | -958438 | -3091414 |
Avg Bars in Trades | 47 | 47 | 48 | 47 | 47 | 48 |
Avg Bars in Winners | 67 | 69 | 66 | 67 | 69 | 66 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 4856 | 2403 | 2453 | 4856 | 2403 | 2453 |
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 | -151919 | -331583 | -489830 | 302233 | -169513 | -760706 |
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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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