Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957162.6165 | 858447.6437 | 98714.9728 | 4513705.7717 | 6171740.4045 | -1658034.6328 |
Total P&L (%) | 957.1626 | 858.4476 | 98.715 | 4513.7058 | 6171.7404 | -1658.0346 |
Avg Daily Profit (%) | 0.5298 | 0.4751 | 0.0546 | 0.2123 | 0.2293 | 0 |
Buy And Hold Return (%) | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 |
Max Trade Drawdown | -87319 | -44908 | -68712 | -5279672 | -2448759 | -4074782 |
Profit Factor | 3.4827 | 6.7538 | 1.4177 | 1.4084 | 2.5536 | 0.7658 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 31.3131 | 34.6939 | 28 | 31.3131 | 34.6939 | 28 |
Ratio Avg Win / Avg Loss | 7.6396 | 12.7131 | 3.6455 | 3.0893 | 4.8068 | 1.9693 |
Largest Winning Trade | 448104 | 448104 | 69023 | 4088206 | 4088206 | 1747422 |
Largest Losing Trade | -27179 | -16969 | -27179 | -1843392 | -937549 | -1843392 |
Avg Bars in Trades | 69 | 61 | 77 | 69 | 61 | 77 |
Avg Bars in Winners | 175 | 153 | 203 | 175 | 153 | 203 |
Avg Bars in Losers | 21 | 12 | 29 | 21 | 12 | 29 |
Bars Traded | 6910 | 3017 | 3894 | 6910 | 3017 | 3894 |
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 | 334739 | 410756 | -480746 | 107875 | 262832 | -774925 |
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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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