Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241059.3024 | 1325253.402 | -84194.0996 | -3696.3085 | 304058.4468 | -307754.7553 |
Total P&L (%) | 1241.0593 | 1325.2534 | -84.1941 | -3.6963 | 304.0584 | -307.7548 |
Avg Daily Profit (%) | 0.5741 | 0.613 | -0.0389 | -0.0017 | 0.0646 | 0 |
Buy And Hold Return (%) | 239.3461 | 239.3461 | 239.3461 | 239.3461 | 239.3461 | 239.3461 |
Max Trade Drawdown | -205366 | -152095 | -75375 | -1147476 | -896036 | -302152 |
Profit Factor | 2.537 | 3.1659 | 0.5695 | 0.9988 | 1.1255 | 0.4741 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 29.4737 | 31.9149 | 27.0833 | 29.4737 | 31.9149 | 27.0833 |
Ratio Avg Win / Avg Loss | 6.0707 | 6.754 | 1.5333 | 2.3899 | 2.4011 | 1.2764 |
Largest Winning Trade | 976166 | 976166 | 29314 | 933769 | 933769 | 88876 |
Largest Losing Trade | -58237 | -58237 | -16798 | -224801 | -224801 | -111151 |
Avg Bars in Trades | 82 | 162 | 4 | 82 | 162 | 4 |
Avg Bars in Winners | 176 | 324 | 6 | 176 | 324 | 6 |
Avg Bars in Losers | 43 | 87 | 3 | 43 | 87 | 3 |
Bars Traded | 7854 | 7659 | 195 | 7854 | 7659 | 195 |
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 | 180635 | 348876 | -598544 | -587844 | -276628 | -599655 |
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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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