Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727612.3546 | 1694460.5501 | 33151.8045 | 1221017.8239 | -14847.5995 | 1235865.4233 |
Total P&L (%) | 1727.6124 | 1694.4606 | 33.1518 | 1221.0178 | -14.8476 | 1235.8654 |
Avg Daily Profit (%) | 0.732 | 0.718 | 0.014 | 0.1094 | -0.0068 | 0.1099 |
Buy And Hold Return (%) | 387.8996 | 387.8996 | 387.8996 | 387.8996 | 387.8996 | 387.8996 |
Max Trade Drawdown | -137657 | -124118 | -95398 | -2859419 | -1858614 | -1334647 |
Profit Factor | 3.5814 | 6.9685 | 1.086 | 1.1584 | 0.9961 | 1.3153 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 42.268 | 39.5833 | 44.898 | 42.268 | 39.5833 | 44.898 |
Ratio Avg Win / Avg Loss | 4.8916 | 10.6361 | 1.3329 | 1.5823 | 1.5203 | 1.6142 |
Largest Winning Trade | 1371942 | 1371942 | 55883 | 1524839 | 1524839 | 977887 |
Largest Losing Trade | -57044 | -40688 | -57044 | -1334647 | -985453 | -1334647 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Losers | 34 | 26 | 42 | 34 | 26 | 42 |
Bars Traded | 4533 | 1987 | 2546 | 4533 | 1987 | 2546 |
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 | 531806 | 544906 | -467637 | -97355 | -581962 | -49404 |
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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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