Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838414.4902 | 787505.1063 | 50909.3839 | 2687485.1723 | 8140057.2879 | -5452572.1156 |
Total P&L (%) | 838.4145 | 787.5051 | 50.9094 | 2687.4852 | 8140.0573 | -5452.5721 |
Avg Daily Profit (%) | 0.3352 | 0.3149 | 0.0204 | 0.1331 | 0.1765 | 0 |
Buy And Hold Return (%) | 771.2393 | 771.2393 | 771.2393 | 771.2393 | 771.2393 | 771.2393 |
Max Trade Drawdown | -164232 | -76183 | -103873 | -9841427 | -3228937 | -7469426 |
Profit Factor | 2.4777 | 4.0967 | 1.1626 | 1.1531 | 2.1199 | 0.4698 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 55.2941 | 52.381 | 58.1395 | 55.2941 | 52.381 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.0032 | 3.7243 | 0.8371 | 0.9323 | 1.9272 | 0.3382 |
Largest Winning Trade | 338701 | 338701 | 52831 | 8822849 | 8822849 | 800213 |
Largest Losing Trade | -46351 | -32523 | -46351 | -5296973 | -1779862 | -5296973 |
Avg Bars in Trades | 57 | 61 | 52 | 57 | 61 | 52 |
Avg Bars in Winners | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 4864 | 2595 | 2269 | 4864 | 2595 | 2269 |
Profit Streak | 0 | 167.1109 | 0 | 0 | 167.1109 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123850 | -141358 | -373666 | -70394 | 488699 | -579672 |
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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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