Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1387467.0004 | 1326049.2764 | 61417.724 | 383370.0613 | 394109.2283 | -10739.167 |
Total P&L (%) | 1387.467 | 1326.0493 | 61.4177 | 383.3701 | 394.1092 | -10.7392 |
Avg Daily Profit (%) | 0.749 | 0.7158 | 0.0332 | 0.0851 | 0.0863 | -0.0061 |
Buy And Hold Return (%) | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 |
Max Trade Drawdown | -117204 | -129237 | -47151 | -1880685 | -1689428 | -660150 |
Profit Factor | 3.8345 | 5.3374 | 1.3342 | 1.0704 | 1.1126 | 0.9945 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 37.3626 | 30.4348 | 44.4444 | 37.3626 | 30.4348 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.4284 | 12.1997 | 1.6678 | 1.7945 | 2.5431 | 1.2431 |
Largest Winning Trade | 1300303 | 1300303 | 59525 | 1373888 | 1373888 | 473107 |
Largest Losing Trade | -45856 | -45856 | -28067 | -848436 | -848436 | -535824 |
Avg Bars in Trades | 76 | 60 | 94 | 76 | 60 | 94 |
Avg Bars in Winners | 146 | 135 | 154 | 146 | 135 | 154 |
Avg Bars in Losers | 35 | 27 | 45 | 35 | 27 | 45 |
Bars Traded | 6998 | 2767 | 4231 | 6998 | 2767 | 4231 |
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 | 539939 | 466332 | -237861 | -226015 | -180830 | -581205 |
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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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