Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968657.9642 | 950113.504 | 18544.4602 | 3613536.9011 | 8057920.9865 | -4444384.0854 |
Total P&L (%) | 968.658 | 950.1135 | 18.5445 | 3613.5369 | 8057.921 | -4444.3841 |
Avg Daily Profit (%) | 0.5358 | 0.5255 | 0.0103 | 0.2001 | 0.2437 | 0 |
Buy And Hold Return (%) | 822.3017 | 822.3017 | 822.3017 | 822.3017 | 822.3017 | 822.3017 |
Max Trade Drawdown | -108253 | -64736 | -99254 | -8663435 | -5143552 | -5298615 |
Profit Factor | 2.5742 | 4.9524 | 1.0495 | 1.1452 | 1.7583 | 0.6885 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 43.617 | 51.0638 | 36.1702 | 43.617 | 51.0638 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.3276 | 4.7461 | 1.852 | 1.4803 | 1.6851 | 1.215 |
Largest Winning Trade | 544795 | 544795 | 78858 | 3302755 | 3302755 | 2876898 |
Largest Losing Trade | -33952 | -26600 | -33952 | -2362572 | -1348977 | -2362572 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 57 | 47 | 71 | 57 | 47 | 71 |
Avg Bars in Losers | 22 | 16 | 26 | 22 | 16 | 26 |
Bars Traded | 3520 | 1509 | 2011 | 3520 | 1509 | 2011 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96820 | -98622 | -515215 | -56916 | 430722 | -584408 |
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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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