Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918824.6921 | 792854.4997 | 125970.1923 | 9947432.9709 | 9670346.5148 | 277086.4561 |
Total P&L (%) | 918.8247 | 792.8545 | 125.9702 | 9947.433 | 9670.3465 | 277.0865 |
Avg Daily Profit (%) | 0.3675 | 0.3171 | 0.0504 | 0.1845 | 0.1834 | 0.0531 |
Buy And Hold Return (%) | 797.7407 | 797.7407 | 797.7407 | 797.7407 | 797.7407 | 797.7407 |
Max Trade Drawdown | -82044 | -53391 | -64669 | -2224699 | -1043655 | -2031831 |
Profit Factor | 3.2689 | 5.6129 | 1.5405 | 2.5965 | 4.4805 | 1.0803 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 59.5506 | 56.8182 | 62.2222 | 59.5506 | 56.8182 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.2204 | 4.2658 | 0.9353 | 1.7636 | 3.4052 | 0.6559 |
Largest Winning Trade | 335546 | 335546 | 45495 | 4706087 | 4706087 | 517135 |
Largest Losing Trade | -64669 | -38219 | -64669 | -2031831 | -771626 | -2031831 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Losers | 42 | 51 | 32 | 42 | 51 | 32 |
Bars Traded | 4748 | 2447 | 2301 | 4748 | 2447 | 2301 |
Profit Streak | 0 | 115.3388 | 0 | 0 | 115.3388 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101362 | -146989 | -289876 | 515965 | 605368 | -420051 |
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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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