Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044955.8494 | 955200.3153 | 89755.5341 | 4948428.5985 | 5814853.2758 | -866424.6772 |
Total P&L (%) | 1044.9558 | 955.2003 | 89.7555 | 4948.4286 | 5814.8533 | -866.4247 |
Avg Daily Profit (%) | 0.474 | 0.4333 | 0.0407 | 0.1781 | 0.1853 | 0 |
Buy And Hold Return (%) | 396.4696 | 396.4696 | 396.4696 | 396.4696 | 396.4696 | 396.4696 |
Max Trade Drawdown | -64302 | -61863 | -80094 | -4373383 | -2454387 | -4519990 |
Profit Factor | 3.1485 | 4.9434 | 1.3676 | 1.3712 | 1.9273 | 0.8773 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 50 | 41.6667 | 58.3333 | 50 | 41.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.1485 | 6.9208 | 0.9769 | 1.3712 | 2.6982 | 0.6266 |
Largest Winning Trade | 482102 | 482102 | 66413 | 6099344 | 6099344 | 1276118 |
Largest Losing Trade | -50791 | -24137 | -50791 | -2391586 | -1177709 | -2391586 |
Avg Bars in Trades | 44 | 36 | 53 | 44 | 36 | 53 |
Avg Bars in Winners | 58 | 55 | 59 | 58 | 55 | 59 |
Avg Bars in Losers | 31 | 22 | 43 | 31 | 22 | 43 |
Bars Traded | 4276 | 1731 | 2545 | 4276 | 1731 | 2545 |
Profit Streak | 0 | 0 | 90.8983 | 0 | 0 | 90.8983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475816 | 377018 | -303739 | 310500 | 303103 | -579050 |
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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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