Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142110.6999 | 1053287.6026 | 88823.0973 | 7528543.5561 | 7896027.9757 | -367484.4196 |
Total P&L (%) | 1142.1107 | 1053.2876 | 88.8231 | 7528.5436 | 7896.028 | -367.4844 |
Avg Daily Profit (%) | 0.5203 | 0.4799 | 0.0405 | 0.1977 | 0.1998 | 0 |
Buy And Hold Return (%) | 747.9635 | 747.9635 | 747.9635 | 747.9635 | 747.9635 | 747.9635 |
Max Trade Drawdown | -66746 | -44086 | -54283 | -9596720 | -6511876 | -5632839 |
Profit Factor | 3.8263 | 7.2655 | 1.3764 | 1.4044 | 1.8557 | 0.9609 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.8736 | 47.7273 | 58.1395 | 52.8736 | 47.7273 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.4104 | 7.9575 | 0.991 | 1.2518 | 2.0324 | 0.6918 |
Largest Winning Trade | 493688 | 493688 | 65128 | 12888656 | 12888656 | 2316997 |
Largest Losing Trade | -38956 | -28628 | -38956 | -5161155 | -4808984 | -5161155 |
Avg Bars in Trades | 94 | 84 | 105 | 94 | 84 | 105 |
Avg Bars in Winners | 114 | 113 | 116 | 114 | 113 | 116 |
Avg Bars in Losers | 71 | 58 | 89 | 71 | 58 | 89 |
Bars Traded | 8236 | 3717 | 4519 | 8236 | 3717 | 4519 |
Profit Streak | 0 | 0 | 13.2723 | 0 | 0 | 13.2723 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297799 | -20647 | -304034 | 336404 | 386369 | -579066 |
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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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