Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401038.4587 | 1338607.8136 | 62430.6452 | 1102511.2174 | 1230707.1455 | -128195.9281 |
Total P&L (%) | 1401.0385 | 1338.6078 | 62.4306 | 1102.5112 | 1230.7071 | -128.1959 |
Avg Daily Profit (%) | 0.747 | 0.7137 | 0.0333 | 0.1327 | 0.1381 | 0 |
Buy And Hold Return (%) | 201.4422 | 201.4422 | 201.4422 | 201.4422 | 201.4422 | 201.4422 |
Max Trade Drawdown | -172541 | -176264 | -61192 | -4243777 | -3591181 | -1427815 |
Profit Factor | 3.8066 | 4.6092 | 1.4866 | 1.1252 | 1.1934 | 0.9475 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.7368 | 46.8085 | 62.5 | 54.7368 | 46.8085 | 62.5 |
Ratio Avg Win / Avg Loss | 3.1478 | 5.2377 | 0.8919 | 0.9305 | 1.3561 | 0.5685 |
Largest Winning Trade | 1084351 | 1084351 | 21122 | 3541687 | 3541687 | 245525 |
Largest Losing Trade | -54999 | -54999 | -14101 | -1259337 | -1259337 | -580595 |
Avg Bars in Trades | 73 | 135 | 12 | 73 | 135 | 12 |
Avg Bars in Winners | 77 | 163 | 13 | 77 | 163 | 13 |
Avg Bars in Losers | 69 | 111 | 10 | 69 | 111 | 10 |
Bars Traded | 6986 | 6382 | 604 | 6986 | 6382 | 604 |
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 | 736929 | 667455 | -312657 | -100082 | -17799 | -578791 |
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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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