Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399412.5134 | 1414578.227 | -15165.7136 | 449046.7791 | 453847.1241 | -4800.3451 |
Total P&L (%) | 1399.4125 | 1414.5782 | -15.1657 | 449.0468 | 453.8471 | -4.8003 |
Avg Daily Profit (%) | 0.6381 | 0.645 | -0.0069 | 0.0777 | 0.0781 | -0.0022 |
Buy And Hold Return (%) | 469.3915 | 469.3915 | 469.3915 | 469.3915 | 469.3915 | 469.3915 |
Max Trade Drawdown | -140777 | -145294 | -48633 | -410882 | -407349 | -98046 |
Profit Factor | 3.4533 | 4.0632 | 0.8604 | 1.4634 | 1.5734 | 0.973 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 42.1053 | 40.4255 | 43.75 | 42.1053 | 40.4255 | 43.75 |
Ratio Avg Win / Avg Loss | 4.7482 | 5.9879 | 1.1062 | 2.0122 | 2.3187 | 1.2509 |
Largest Winning Trade | 873351 | 873351 | 13274 | 399200 | 399200 | 47207 |
Largest Losing Trade | -70661 | -70661 | -23601 | -161061 | -161061 | -34720 |
Avg Bars in Trades | 133 | 264 | 5 | 133 | 264 | 5 |
Avg Bars in Winners | 161 | 332 | 7 | 161 | 332 | 7 |
Avg Bars in Losers | 113 | 218 | 3 | 113 | 218 | 3 |
Bars Traded | 12701 | 12440 | 260 | 12701 | 12440 | 260 |
Profit Streak | 0 | 205.0805 | 0 | 0 | 205.0805 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447932 | 460818 | -581175 | -255624 | -254656 | -581175 |
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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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