Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458170.7008 | 1344169.0742 | 114001.6266 | 1862475.4936 | -367267.5266 | 2229743.0202 |
Total P&L (%) | 1458.1707 | 1344.1691 | 114.0016 | 1862.4755 | -367.2675 | 2229.743 |
Avg Daily Profit (%) | 0.7864 | 0.7249 | 0.0615 | 0.1607 | 0 | 0.1699 |
Buy And Hold Return (%) | 59.4522 | 59.4522 | 59.4522 | 59.4522 | 59.4522 | 59.4522 |
Max Trade Drawdown | -95983 | -106301 | -53551 | -2937047 | -3574969 | -2018593 |
Profit Factor | 4.2363 | 6.5825 | 1.5434 | 1.1532 | 0.9449 | 1.406 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 36.036 | 26.7857 | 45.4545 | 36.036 | 26.7857 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.5195 | 17.9922 | 1.8521 | 2.0469 | 2.5827 | 1.6872 |
Largest Winning Trade | 1255172 | 1255172 | 59605 | 2058688 | 2058688 | 1637277 |
Largest Losing Trade | -22196 | -17776 | -22196 | -949976 | -723862 | -949976 |
Avg Bars in Trades | 47 | 36 | 58 | 47 | 36 | 58 |
Avg Bars in Winners | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 5265 | 2062 | 3203 | 5265 | 2062 | 3203 |
Profit Streak | 0 | 0 | 37.3491 | 0 | 0 | 37.3491 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545359 | -181225 | -296868 | -48325 | -780277 | -171655 |
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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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