Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4603977.9458 | 4656657.6854 | -52679.7396 | 747277.1221 | 1176684.4266 | -429407.3045 |
Total P&L (%) | 4603.9779 | 4656.6577 | -52.6797 | 747.2771 | 1176.6844 | -429.4073 |
Avg Daily Profit (%) | 2.3448 | 2.3716 | -0.0268 | 0.1089 | 0.1298 | 0 |
Buy And Hold Return (%) | 1944.181 | 1944.181 | 1944.181 | 1944.181 | 1944.181 | 1944.181 |
Max Trade Drawdown | -136985 | -53722 | -198143 | -977903 | -287710 | -812504 |
Profit Factor | 9.3924 | 21.8372 | 0.838 | 1.3538 | 2.584 | 0.6863 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 30.3371 | 33.3333 | 27.2727 | 30.3371 | 33.3333 | 27.2727 |
Ratio Avg Win / Avg Loss | 21.5676 | 43.6744 | 2.2346 | 3.1088 | 5.168 | 1.8302 |
Largest Winning Trade | 4663984 | 4663984 | 66730 | 1210721 | 1210721 | 321754 |
Largest Losing Trade | -35799 | -24303 | -35799 | -412067 | -200409 | -412067 |
Avg Bars in Trades | 84 | 66 | 103 | 84 | 66 | 103 |
Avg Bars in Winners | 220 | 152 | 306 | 220 | 152 | 306 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 7545 | 3004 | 4541 | 7545 | 3004 | 4541 |
Profit Streak | 0 | 0 | 558.5275 | 0 | 0 | 558.5275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402877 | 445990 | -597156 | -218868 | -186597 | -597156 |
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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) |
---|