Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723621.6237 | 696002.9989 | 27618.6248 | 1662605.5546 | 5186652.874 | -3524047.3194 |
Total P&L (%) | 723.6216 | 696.003 | 27.6186 | 1662.6056 | 5186.6529 | -3524.0473 |
Avg Daily Profit (%) | 0.2894 | 0.2783 | 0.011 | 0.1148 | 0.1588 | 0 |
Buy And Hold Return (%) | 911.2583 | 911.2583 | 911.2583 | 911.2583 | 911.2583 | 911.2583 |
Max Trade Drawdown | -120916 | -59322 | -131314 | -3666801 | -1815273 | -4469608 |
Profit Factor | 2.323 | 4.5696 | 1.0785 | 1.1461 | 2.4485 | 0.5482 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 42.7083 | 45.8333 | 39.5833 | 42.7083 | 45.8333 | 39.5833 |
Ratio Avg Win / Avg Loss | 3.1162 | 5.4004 | 1.6461 | 1.5374 | 2.8937 | 0.8367 |
Largest Winning Trade | 309421 | 309421 | 56228 | 1926552 | 1926552 | 1063446 |
Largest Losing Trade | -70046 | -23193 | -70046 | -3004614 | -668236 | -3004614 |
Avg Bars in Trades | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Winners | 76 | 70 | 84 | 76 | 70 | 84 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 4608 | 2168 | 2440 | 4608 | 2168 | 2440 |
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 | -155132 | -151122 | -480924 | -108652 | 358116 | -584740 |
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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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