Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846726.7878 | 773417.1295 | 73309.6583 | 3526544.1015 | 7140899.4142 | -3614355.3127 |
Total P&L (%) | 846.7268 | 773.4171 | 73.3097 | 3526.5441 | 7140.8994 | -3614.3553 |
Avg Daily Profit (%) | 0.3386 | 0.3092 | 0.0293 | 0.1437 | 0.1714 | 0 |
Buy And Hold Return (%) | 832.539 | 832.539 | 832.539 | 832.539 | 832.539 | 832.539 |
Max Trade Drawdown | -166613 | -57743 | -132914 | -10107186 | -2980202 | -9693922 |
Profit Factor | 2.5575 | 3.602 | 1.2975 | 1.1654 | 1.7159 | 0.6814 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 54.5455 | 53.0612 | 56 | 54.5455 | 53.0612 | 56 |
Ratio Avg Win / Avg Loss | 2.1313 | 3.1864 | 1.0195 | 0.9712 | 1.5179 | 0.5354 |
Largest Winning Trade | 309300 | 309300 | 52371 | 4012650 | 4012650 | 1118274 |
Largest Losing Trade | -67570 | -35212 | -67570 | -7597403 | -1449956 | -7597403 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 52 | 63 | 42 | 52 | 63 | 42 |
Avg Bars in Losers | 42 | 55 | 27 | 42 | 55 | 27 |
Bars Traded | 4712 | 2924 | 1788 | 4712 | 2924 | 1788 |
Profit Streak | 0 | 84.0557 | 0 | 0 | 84.0557 | 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 | -145525 | -148985 | -498710 | -42216 | 435466 | -760055 |
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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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