Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1665738.6714 | 1691900.7287 | -26162.0573 | -4228.793 | 28565.7908 | -32794.5838 |
Total P&L (%) | 1665.7387 | 1691.9007 | -26.1621 | -4.2288 | 28.5658 | -32.7946 |
Avg Daily Profit (%) | 0.9018 | 0.916 | -0.0142 | -0.0023 | 0.0136 | -0.0215 |
Buy And Hold Return (%) | 18.5383 | 18.5383 | 18.5383 | 18.5383 | 18.5383 | 18.5383 |
Max Trade Drawdown | -173963 | -164310 | -31838 | -1695700 | -1824380 | -286312 |
Profit Factor | 4.0623 | 4.7297 | 0.7103 | 0.9988 | 1.0093 | 0.9388 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 37.1429 | 36.5385 | 37.7358 | 37.1429 | 36.5385 | 37.7358 |
Ratio Avg Win / Avg Loss | 6.8747 | 8.2148 | 1.1721 | 1.6903 | 1.753 | 1.5489 |
Largest Winning Trade | 1785942 | 1785942 | 11900 | 1348994 | 1348994 | 130563 |
Largest Losing Trade | -57455 | -57455 | -16524 | -645867 | -645867 | -235392 |
Avg Bars in Trades | 203 | 397 | 12 | 203 | 397 | 12 |
Avg Bars in Winners | 329 | 659 | 15 | 329 | 659 | 15 |
Avg Bars in Losers | 128 | 245 | 10 | 128 | 245 | 10 |
Bars Traded | 21318 | 20646 | 672 | 21318 | 20646 | 672 |
Profit Streak | 0 | 99.6415 | 0 | 0 | 99.6415 | 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 | 563076 | -163866 | -763658 | -582720 | -578553 | -762547 |
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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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