Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746158.0335 | 709224.9053 | 36933.1282 | 1964288.4601 | 5202745.5471 | -3238457.087 |
Total P&L (%) | 746.158 | 709.2249 | 36.9331 | 1964.2885 | 5202.7455 | -3238.4571 |
Avg Daily Profit (%) | 0.2983 | 0.2836 | 0.0148 | 0.1211 | 0.1589 | 0 |
Buy And Hold Return (%) | 876.6222 | 876.6222 | 876.6222 | 876.6222 | 876.6222 | 876.6222 |
Max Trade Drawdown | -106031 | -44980 | -119162 | -3472038 | -1240289 | -4402171 |
Profit Factor | 2.4032 | 5.0501 | 1.1036 | 1.1907 | 2.7423 | 0.5574 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.1242 | 6.5652 | 1.4346 | 1.5478 | 3.565 | 0.7246 |
Largest Winning Trade | 314469 | 314469 | 58876 | 2245155 | 2245155 | 979321 |
Largest Losing Trade | -71582 | -19422 | -71582 | -2996448 | -536696 | -2996448 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 80 | 75 | 84 | 80 | 75 | 84 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 4602 | 2200 | 2402 | 4602 | 2200 | 2402 |
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 | -154611 | -151656 | -447966 | -48169 | 350874 | -583240 |
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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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