Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2605250.1846 | 2611866.8454 | -6616.6608 | 470104.1358 | 37191.2573 | 432912.8785 |
Total P&L (%) | 2605.2502 | 2611.8668 | -6.6167 | 470.1041 | 37.1913 | 432.9129 |
Avg Daily Profit (%) | 1.3952 | 1.3988 | -0.0035 | 0.0933 | 0.0169 | 0.0896 |
Buy And Hold Return (%) | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 |
Max Trade Drawdown | -156761 | -157009 | -67732 | -2733780 | -3435691 | -839473 |
Profit Factor | 4.9095 | 6.1179 | 0.9576 | 1.0507 | 1.0051 | 1.2212 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 50.5263 | 40.4255 | 60.4167 | 50.5263 | 40.4255 | 60.4167 |
Ratio Avg Win / Avg Loss | 4.8072 | 9.0158 | 0.6274 | 1.0288 | 1.4812 | 0.8001 |
Largest Winning Trade | 1549685 | 1549685 | 21409 | 2577273 | 2577273 | 392902 |
Largest Losing Trade | -56326 | -56326 | -51411 | -920328 | -920328 | -383407 |
Avg Bars in Trades | 71 | 136 | 7 | 71 | 136 | 7 |
Avg Bars in Winners | 75 | 181 | 6 | 75 | 181 | 6 |
Avg Bars in Losers | 66 | 106 | 8 | 66 | 106 | 8 |
Bars Traded | 6771 | 6420 | 351 | 6771 | 6420 | 351 |
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 | 782376 | 668582 | -579061 | -241935 | -554584 | -83518 |
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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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