Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802542.8925 | 782041.302 | 20501.5905 | 15682811.5877 | 18984868.3606 | -3302056.7729 |
Total P&L (%) | 802.5429 | 782.0413 | 20.5016 | 15682.8116 | 18984.8684 | -3302.0568 |
Avg Daily Profit (%) | 0.4293 | 0.4183 | 0.011 | 0.2711 | 0.2813 | 0 |
Buy And Hold Return (%) | 6278.485 | 6278.485 | 6278.485 | 6278.485 | 6278.485 | 6278.485 |
Max Trade Drawdown | -186865 | -190212 | -36304 | -17880042 | -18124657 | -3939832 |
Profit Factor | 3.3171 | 3.9269 | 1.259 | 1.4422 | 1.6771 | 0.5555 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Losing Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Profitability (%) | 71.5789 | 80.8511 | 62.5 | 71.5789 | 80.8511 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3171 | 0.9301 | 0.7554 | 0.5726 | 0.3972 | 0.3333 |
Largest Winning Trade | 147784 | 147784 | 12868 | 6051748 | 6051748 | 950600 |
Largest Losing Trade | -57136 | -57136 | -19846 | -8719800 | -8719800 | -2344231 |
Avg Bars in Trades | 74 | 148 | 1 | 74 | 148 | 1 |
Avg Bars in Winners | 64 | 114 | 1 | 64 | 114 | 1 |
Avg Bars in Losers | 99 | 295 | 2 | 99 | 295 | 2 |
Bars Traded | 7082 | 7001 | 81 | 7082 | 7001 | 81 |
Profit Streak | 0 | 183.3652 | 0 | 0 | 183.3652 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147221 | -146179 | -343809 | 276842 | 414218 | -578791 |
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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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