Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221595.0161 | 1225482.0098 | -3886.9937 | 109892.7274 | 352495.1357 | -242602.4083 |
Total P&L (%) | 1221.595 | 1225.482 | -3.887 | 109.8927 | 352.4951 | -242.6024 |
Avg Daily Profit (%) | 0.661 | 0.6631 | -0.0021 | 0.0401 | 0.0817 | 0 |
Buy And Hold Return (%) | 65.0738 | 65.0738 | 65.0738 | 65.0738 | 65.0738 | 65.0738 |
Max Trade Drawdown | -109033 | -98410 | -103962 | -710528 | -523318 | -484442 |
Profit Factor | 2.9764 | 5.2336 | 0.9882 | 1.0428 | 1.2882 | 0.8195 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.1053 | 37.5 | 46.8085 | 42.1053 | 37.5 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.0926 | 8.7226 | 1.1229 | 1.4339 | 2.1471 | 0.9312 |
Largest Winning Trade | 1213826 | 1213826 | 66700 | 830260 | 830260 | 191594 |
Largest Losing Trade | -43100 | -31480 | -43100 | -271951 | -204854 | -271951 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 52 | 47 | 56 | 52 | 47 | 56 |
Avg Bars in Losers | 26 | 20 | 34 | 26 | 20 | 34 |
Bars Traded | 3580 | 1477 | 2103 | 3580 | 1477 | 2103 |
Profit Streak | 0 | 0 | 41.6857 | 0 | 0 | 41.6857 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534451 | 546842 | -579284 | -324517 | -88548 | -580950 |
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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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