Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912604.2009 | 794324.84 | 118279.3609 | 9241331.5093 | 10100289.1027 | -858957.5934 |
Total P&L (%) | 912.6042 | 794.3248 | 118.2794 | 9241.3315 | 10100.2891 | -858.9576 |
Avg Daily Profit (%) | 0.365 | 0.3177 | 0.0473 | 0.1816 | 0.1851 | 0 |
Buy And Hold Return (%) | 840.6404 | 840.6404 | 840.6404 | 840.6404 | 840.6404 | 840.6404 |
Max Trade Drawdown | -84232 | -59035 | -92706 | -4443968 | -2117914 | -3351142 |
Profit Factor | 3.0888 | 5.2714 | 1.4714 | 2.0154 | 3.3877 | 0.8237 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.4348 | 54.3478 | 56.5217 | 55.4348 | 54.3478 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.4832 | 4.428 | 1.1318 | 1.6202 | 2.8457 | 0.6336 |
Largest Winning Trade | 352432 | 352432 | 60952 | 8397543 | 8397543 | 1282263 |
Largest Losing Trade | -62277 | -26861 | -62277 | -2551176 | -2117914 | -2551176 |
Avg Bars in Trades | 49 | 55 | 43 | 49 | 55 | 43 |
Avg Bars in Winners | 61 | 67 | 54 | 61 | 67 | 54 |
Avg Bars in Losers | 34 | 41 | 27 | 34 | 41 | 27 |
Bars Traded | 4547 | 2567 | 1980 | 4547 | 2567 | 1980 |
Profit Streak | 0 | 0 | 62.3828 | 0 | 0 | 62.3828 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122845 | -148103 | -292905 | 455771 | 540938 | -579299 |
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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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