Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1445912.3445 | 1344558.4543 | 101353.8902 | 4288708.0824 | 7023540.6496 | -2734832.5671 |
Total P&L (%) | 1445.9123 | 1344.5585 | 101.3539 | 4288.7081 | 7023.5407 | -2734.8326 |
Avg Daily Profit (%) | 0.5765 | 0.5361 | 0.0404 | 0.1509 | 0.1702 | 0 |
Buy And Hold Return (%) | 208.1109 | 208.1109 | 208.1109 | 208.1109 | 208.1109 | 208.1109 |
Max Trade Drawdown | -90014 | -57879 | -68146 | -12324165 | -5240195 | -9843559 |
Profit Factor | 2.8307 | 4.2291 | 1.2714 | 1.0697 | 1.2304 | 0.9118 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 47.7387 | 47.4747 | 48 | 47.7387 | 47.4747 | 48 |
Ratio Avg Win / Avg Loss | 3.0989 | 4.679 | 1.3774 | 1.1711 | 1.3613 | 0.9878 |
Largest Winning Trade | 1060438 | 1060438 | 52061 | 8631572 | 8631572 | 5351643 |
Largest Losing Trade | -35844 | -31849 | -35844 | -5037365 | -2963940 | -5037365 |
Avg Bars in Trades | 36 | 53 | 20 | 36 | 53 | 20 |
Avg Bars in Winners | 50 | 78 | 23 | 50 | 78 | 23 |
Avg Bars in Losers | 24 | 31 | 17 | 24 | 31 | 17 |
Bars Traded | 7351 | 5305 | 2046 | 7351 | 5305 | 2046 |
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 | 604327 | 594300 | -305579 | -136036 | 222116 | -581565 |
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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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