Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063127.1997 | 1062173.5965 | 953.6032 | 312730.5951 | 498203.2368 | -185472.6417 |
Total P&L (%) | 1063.1272 | 1062.1736 | 0.9536 | 312.7306 | 498.2032 | -185.4726 |
Avg Daily Profit (%) | 0.5614 | 0.5609 | 0.0005 | 0.0749 | 0.0945 | 0 |
Buy And Hold Return (%) | 310.4203 | 310.4203 | 310.4203 | 310.4203 | 310.4203 | 310.4203 |
Max Trade Drawdown | -87443 | -84144 | -66813 | -1147867 | -875510 | -867977 |
Profit Factor | 3.4481 | 5.6534 | 1.0046 | 1.0915 | 1.279 | 0.8865 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 47.4359 | 46.1538 | 48.7179 | 47.4359 | 46.1538 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.8208 | 6.5956 | 1.0575 | 1.2095 | 1.4922 | 0.9331 |
Largest Winning Trade | 1052346 | 1052346 | 46611 | 568434 | 568434 | 414118 |
Largest Losing Trade | -51377 | -36686 | -51377 | -644488 | -309820 | -644488 |
Avg Bars in Trades | 68 | 65 | 72 | 68 | 65 | 72 |
Avg Bars in Winners | 95 | 84 | 106 | 95 | 84 | 106 |
Avg Bars in Losers | 44 | 48 | 40 | 44 | 48 | 40 |
Bars Traded | 5361 | 2538 | 2823 | 5361 | 2538 | 2823 |
Profit Streak | 0 | 18.3711 | 0 | 0 | 18.3711 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24786 | 566927 | -573825 | -416100 | -77278 | -581255 |
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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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