Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029280.9841 | 866189.3871 | 163091.597 | 1257853.0567 | -76570.1876 | 1334423.2443 |
Total P&L (%) | 1029.281 | 866.1894 | 163.0916 | 1257.8531 | -76.5702 | 1334.4232 |
Avg Daily Profit (%) | 0.5525 | 0.4649 | 0.0875 | 0.1401 | -0.0779 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67666 | -79126 | -37207 | -1626310 | -1730771 | -693657 |
Profit Factor | 3.2118 | 4.3604 | 1.7856 | 1.175 | 0.9813 | 1.4332 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 49.4737 | 47.9167 | 51.0638 | 49.4737 | 47.9167 | 51.0638 |
Ratio Avg Win / Avg Loss | 3.2801 | 4.7395 | 1.7112 | 1.2 | 1.0667 | 1.3735 |
Largest Winning Trade | 862749 | 862749 | 50192 | 889363 | 889363 | 691708 |
Largest Losing Trade | -36977 | -29318 | -36977 | -545782 | -545782 | -525652 |
Avg Bars in Trades | 56 | 38 | 73 | 56 | 38 | 73 |
Avg Bars in Winners | 87 | 59 | 115 | 87 | 59 | 115 |
Avg Bars in Losers | 24 | 20 | 30 | 24 | 20 | 30 |
Bars Traded | 5322 | 1861 | 3461 | 5322 | 1861 | 3461 |
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 | 620560 | 608639 | -72478 | -33499 | -579832 | -523 |
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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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