Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864960.2237 | 750897.1408 | 114063.0828 | 11605831.2852 | 13665579.1531 | -2059747.8678 |
Total P&L (%) | 864.9602 | 750.8971 | 114.0631 | 11605.8313 | 13665.5792 | -2059.7479 |
Avg Daily Profit (%) | 0.3459 | 0.3003 | 0.0456 | 0.1907 | 0.1971 | 0 |
Buy And Hold Return (%) | 811.8341 | 811.8341 | 811.8341 | 811.8341 | 811.8341 | 811.8341 |
Max Trade Drawdown | -64208 | -53943 | -76475 | -4033228 | -1987141 | -6373207 |
Profit Factor | 2.9219 | 5.189 | 1.4212 | 1.6708 | 3.1612 | 0.8124 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.6622 | 4.9531 | 1.2358 | 1.5223 | 3.0175 | 0.7064 |
Largest Winning Trade | 298075 | 298075 | 51388 | 8071048 | 8071048 | 1648674 |
Largest Losing Trade | -51943 | -17601 | -51943 | -3501498 | -1575558 | -3501498 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Losers | 42 | 47 | 37 | 42 | 47 | 37 |
Bars Traded | 4828 | 2535 | 2293 | 4828 | 2535 | 2293 |
Profit Streak | 0 | 172.1175 | 0 | 0 | 172.1175 | 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 | -130023 | -147779 | -296435 | 419545 | 548081 | -580274 |
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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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