Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938626.7744 | 996283.2865 | -57656.5121 | -280396.1216 | 2874752.7198 | -3155148.8414 |
Total P&L (%) | 938.6268 | 996.2833 | -57.6565 | -280.3961 | 2874.7527 | -3155.1488 |
Avg Daily Profit (%) | 0.5205 | 0.5525 | -0.032 | 0 | 0.1883 | 0 |
Buy And Hold Return (%) | 240.384 | 240.384 | 240.384 | 240.384 | 240.384 | 240.384 |
Max Trade Drawdown | -186469 | -145546 | -208989 | -2726450 | -158499 | -3151570 |
Profit Factor | 2.2405 | 4.041 | 0.8656 | 0.9333 | 7.352 | 0.1584 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 18 | 21 | 52 | 32 | 20 |
Losing Trades | 53 | 28 | 25 | 40 | 14 | 26 |
Profitability (%) | 42.3913 | 39.1304 | 45.6522 | 56.5217 | 69.5652 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.0447 | 6.286 | 1.0305 | 0.7179 | 3.2165 | 0.2059 |
Largest Winning Trade | 701873 | 701873 | 55432 | 1963306 | 1963306 | 144593 |
Largest Losing Trade | -120951 | -30237 | -120951 | -2712987 | -158499 | -2712987 |
Avg Bars in Trades | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Winners | 78 | 68 | 87 | 46 | 49 | 41 |
Avg Bars in Losers | 41 | 37 | 45 | 71 | 51 | 81 |
Bars Traded | 5265 | 2296 | 2969 | 5265 | 2296 | 2969 |
Profit Streak | 0 | 0 | 35.5115 | 32.8448 | 33.5115 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360748 | 428212 | -580185 | -579146 | 706219 | -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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