Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4549915.0825 | 4589422.4635 | -39507.381 | 65731.9545 | 137506.1653 | -71774.2108 |
Total P&L (%) | 4549.9151 | 4589.4225 | -39.5074 | 65.732 | 137.5062 | -71.7742 |
Avg Daily Profit (%) | 2.0431 | 2.0608 | -0.0177 | 0.0227 | 0.0389 | -0.0568 |
Buy And Hold Return (%) | 192.3258 | 192.3258 | 192.3258 | 192.3258 | 192.3258 | 192.3258 |
Max Trade Drawdown | -171362 | -86065 | -119579 | -554391 | -297112 | -303120 |
Profit Factor | 7.1811 | 15.4712 | 0.9057 | 1.0347 | 1.1635 | 0.932 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 53.3333 | 53.8462 | 52.8302 | 53.3333 | 53.8462 | 52.8302 |
Ratio Avg Win / Avg Loss | 6.2834 | 13.261 | 0.8087 | 0.9053 | 0.9973 | 0.8322 |
Largest Winning Trade | 4674023 | 4674023 | 47669 | 353500 | 353500 | 144250 |
Largest Losing Trade | -73712 | -42314 | -73712 | -166617 | -166617 | -158674 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 4253 | 1904 | 2349 | 4253 | 1904 | 2349 |
Profit Streak | 0 | 49.3363 | 0 | 0 | 49.3363 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 845450 | -155351 | -760466 | -511693 | -527219 | -760466 |
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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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