Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897406.4907 | 836525.6887 | 60880.802 | 2801363.59 | 7268989.1194 | -4467625.5294 |
Total P&L (%) | 897.4065 | 836.5257 | 60.8808 | 2801.3636 | 7268.9891 | -4467.6255 |
Avg Daily Profit (%) | 0.3588 | 0.3345 | 0.0243 | 0.1347 | 0.1721 | 0 |
Buy And Hold Return (%) | 726.023 | 726.023 | 726.023 | 726.023 | 726.023 | 726.023 |
Max Trade Drawdown | -112985 | -58073 | -102931 | -5783832 | -1678821 | -6496026 |
Profit Factor | 2.5543 | 4.1734 | 1.194 | 1.2199 | 2.6281 | 0.4601 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 52.809 | 47.7273 | 57.7778 | 52.809 | 47.7273 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.2826 | 4.5708 | 0.8726 | 1.0901 | 2.8784 | 0.3362 |
Largest Winning Trade | 344021 | 344021 | 51539 | 6012186 | 6012186 | 569984 |
Largest Losing Trade | -59951 | -28623 | -59951 | -3698162 | -1052553 | -3698162 |
Avg Bars in Trades | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Winners | 67 | 74 | 62 | 67 | 74 | 62 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 4864 | 2524 | 2340 | 4864 | 2524 | 2340 |
Profit Streak | 0 | 165.5986 | 0 | 0 | 165.5986 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77470 | -101908 | -333799 | -14878 | 466295 | -579703 |
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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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