Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824629.3733 | 718051.8898 | 106577.4835 | 2543504.0995 | 5519214.1578 | -2975710.0584 |
Total P&L (%) | 824.6294 | 718.0519 | 106.5775 | 2543.5041 | 5519.2142 | -2975.7101 |
Avg Daily Profit (%) | 0.3298 | 0.2872 | 0.0426 | 0.131 | 0.1612 | 0 |
Buy And Hold Return (%) | 690.7173 | 690.7173 | 690.7173 | 690.7173 | 690.7173 | 690.7173 |
Max Trade Drawdown | -87140 | -59547 | -87140 | -2458349 | -504357 | -4028422 |
Profit Factor | 2.6255 | 4.2923 | 1.3685 | 1.3253 | 3.4578 | 0.4662 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 57.3034 | 59.0909 | 55.5556 | 57.3034 | 59.0909 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9563 | 2.9716 | 1.0948 | 0.9875 | 2.3939 | 0.3729 |
Largest Winning Trade | 168745 | 168745 | 63704 | 2479573 | 2479573 | 399240 |
Largest Losing Trade | -87140 | -48361 | -87140 | -2458349 | -504357 | -2458349 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 51 | 66 | 38 | 51 | 66 | 38 |
Bars Traded | 4865 | 2724 | 2141 | 4865 | 2724 | 2141 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90122 | -136170 | -300465 | -20408 | 560048 | -579991 |
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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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