Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426584.5826 | 1387469.8451 | 39114.7376 | 624533.6974 | 1978551.1117 | -1354017.4143 |
Total P&L (%) | 1426.5846 | 1387.4698 | 39.1147 | 624.5337 | 1978.5511 | -1354.0174 |
Avg Daily Profit (%) | 0.685 | 0.6663 | 0.0188 | 0.0951 | 0.1458 | 0 |
Buy And Hold Return (%) | 121.4067 | 121.4067 | 121.4067 | 121.4067 | 121.4067 | 121.4067 |
Max Trade Drawdown | -140181 | -128445 | -88439 | -7768348 | -7554537 | -2608589 |
Profit Factor | 2.6371 | 3.8647 | 1.1011 | 1.026 | 1.1337 | 0.8533 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 33.6842 | 31.25 | 36.1702 | 33.6842 | 31.25 | 36.1702 |
Ratio Avg Win / Avg Loss | 5.1918 | 8.5023 | 1.943 | 2.0199 | 2.4941 | 1.5057 |
Largest Winning Trade | 877210 | 877210 | 58740 | 6866097 | 6866097 | 1799665 |
Largest Losing Trade | -38094 | -38094 | -35461 | -2457754 | -2457754 | -1505340 |
Avg Bars in Trades | 259 | 259 | 259 | 259 | 259 | 259 |
Avg Bars in Winners | 499 | 551 | 453 | 499 | 551 | 453 |
Avg Bars in Losers | 137 | 127 | 149 | 137 | 127 | 149 |
Bars Traded | 24678 | 12476 | 12203 | 24678 | 12476 | 12203 |
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 | 400365 | 424161 | -447095 | -263689 | -77541 | -583297 |
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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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