Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761853.2492 | 660343.2092 | 101510.04 | 6707480.9554 | 5442493.1142 | 1264987.8413 |
Total P&L (%) | 761.8532 | 660.3432 | 101.51 | 6707.481 | 5442.4931 | 1264.9878 |
Avg Daily Profit (%) | 0.3047 | 0.2641 | 0.0406 | 0.1689 | 0.1607 | 0.1046 |
Buy And Hold Return (%) | 871.4789 | 871.4789 | 871.4789 | 871.4789 | 871.4789 | 871.4789 |
Max Trade Drawdown | -91535 | -45678 | -90013 | -856223 | -398752 | -856223 |
Profit Factor | 2.6376 | 4.018 | 1.4119 | 3.1063 | 5.7343 | 1.6216 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 55.914 | 57.4468 | 54.3478 | 55.914 | 57.4468 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0797 | 2.9763 | 1.186 | 2.4492 | 4.2476 | 1.3622 |
Largest Winning Trade | 259740 | 259740 | 41267 | 2360756 | 2360756 | 903624 |
Largest Losing Trade | -51128 | -28017 | -51128 | -856223 | -372699 | -856223 |
Avg Bars in Trades | 49 | 63 | 36 | 49 | 63 | 36 |
Avg Bars in Winners | 61 | 72 | 48 | 61 | 72 | 48 |
Avg Bars in Losers | 35 | 51 | 21 | 35 | 51 | 21 |
Bars Traded | 4640 | 2978 | 1662 | 4640 | 2978 | 1662 |
Profit Streak | 0 | 0 | 62.2979 | 0 | 0 | 62.2979 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150799 | -149071 | -302491 | 529994 | 596826 | -75088 |
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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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