Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375162.5085 | 260507.3991 | 114655.1094 | 25063.7489 | 4518593.337 | -4493529.5881 |
Total P&L (%) | 375.1625 | 260.5074 | 114.6551 | 25.0637 | 4518.5933 | -4493.5296 |
Avg Daily Profit (%) | 0.2059 | 0.143 | 0.0629 | 0.0123 | 0.2106 | 0 |
Buy And Hold Return (%) | 228.658 | 228.658 | 228.658 | 228.658 | 228.658 | 228.658 |
Max Trade Drawdown | -223650 | -32772 | -192918 | -10902203 | -2143254 | -9175312 |
Profit Factor | 1.8668 | 2.6987 | 1.4103 | 1.0016 | 2.1691 | 0.6116 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 55.0562 | 62.2222 | 47.7273 | 55.0562 | 62.2222 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.5239 | 1.6385 | 1.5446 | 0.8177 | 1.3169 | 0.6699 |
Largest Winning Trade | 60936 | 57618 | 60936 | 2718495 | 1154523 | 2718495 |
Largest Losing Trade | -95808 | -24387 | -95808 | -5464086 | -1071018 | -5464086 |
Avg Bars in Trades | 54 | 46 | 63 | 54 | 46 | 63 |
Avg Bars in Winners | 47 | 34 | 64 | 47 | 34 | 64 |
Avg Bars in Losers | 64 | 66 | 62 | 64 | 66 | 62 |
Bars Traded | 4889 | 2091 | 2798 | 4889 | 2091 | 2798 |
Profit Streak | 0 | 0 | 52.7209 | 0 | 0 | 52.7209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 101661 | -117777 | -273057 | -561727 | 460590 | -581040 |
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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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