Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041821.9838 | 959649.9522 | 82172.0315 | 1681460.4374 | 2321706.1389 | -640245.7015 |
Total P&L (%) | 1041.822 | 959.65 | 82.172 | 1681.4604 | 2321.7061 | -640.2457 |
Avg Daily Profit (%) | 0.5618 | 0.5175 | 0.0443 | 0.1554 | 0.172 | 0 |
Buy And Hold Return (%) | 116.3627 | 116.3627 | 116.3627 | 116.3627 | 116.3627 | 116.3627 |
Max Trade Drawdown | -192699 | -87722 | -162150 | -6655797 | -4097144 | -4027693 |
Profit Factor | 2.3016 | 3.4309 | 1.2026 | 1.0706 | 1.1814 | 0.9419 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 52.1739 | 48.2759 | 56.1404 | 52.1739 | 48.2759 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.1098 | 3.676 | 0.9395 | 0.9814 | 1.2658 | 0.7358 |
Largest Winning Trade | 576309 | 576309 | 68517 | 3274481 | 3274481 | 1306945 |
Largest Losing Trade | -45207 | -44263 | -45207 | -2180562 | -2180562 | -1419657 |
Avg Bars in Trades | 47 | 49 | 44 | 47 | 49 | 44 |
Avg Bars in Winners | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 5410 | 2890 | 2520 | 5410 | 2890 | 2520 |
Profit Streak | 0 | 0 | 76.4674 | 0 | 0 | 76.4674 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579595 | -163412 | -480378 | -136271 | -193877 | -759479 |
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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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