Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860323.9567 | 764314.9575 | 96008.9992 | 6351797.3636 | 6401765.2422 | -49967.8786 |
Total P&L (%) | 860.324 | 764.315 | 96.009 | 6351.7974 | 6401.7652 | -49.9679 |
Avg Daily Profit (%) | 0.3441 | 0.3057 | 0.0384 | 0.1668 | 0.1671 | -0.0277 |
Buy And Hold Return (%) | 769.7503 | 769.7503 | 769.7503 | 769.7503 | 769.7503 | 769.7503 |
Max Trade Drawdown | -92689 | -83087 | -83936 | -1771974 | -1256721 | -2964539 |
Profit Factor | 2.7041 | 3.6602 | 1.4413 | 1.8537 | 2.9725 | 0.9881 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 53.8462 | 55.5556 | 52.1739 | 53.8462 | 55.5556 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3178 | 2.9281 | 1.3212 | 1.5889 | 2.378 | 0.9057 |
Largest Winning Trade | 278344 | 278344 | 45821 | 3865036 | 3865036 | 798183 |
Largest Losing Trade | -43663 | -43663 | -33979 | -1771974 | -521413 | -1771974 |
Avg Bars in Trades | 53 | 70 | 36 | 53 | 70 | 36 |
Avg Bars in Winners | 57 | 69 | 45 | 57 | 69 | 45 |
Avg Bars in Losers | 48 | 71 | 26 | 48 | 71 | 26 |
Bars Traded | 4841 | 3162 | 1679 | 4841 | 3162 | 1679 |
Profit Streak | 66.731 | 139.231 | 66.731 | 66.731 | 139.231 | 66.731 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113030 | -148277 | -305527 | 467412 | 546498 | -579863 |
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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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