Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073261.0841 | 997021.4647 | 76239.6194 | 1805026.7546 | -94037.2828 | 1899064.0374 |
Total P&L (%) | 1073.2611 | 997.0215 | 76.2396 | 1805.0268 | -94.0373 | 1899.064 |
Avg Daily Profit (%) | 0.4279 | 0.3975 | 0.0304 | 0.1176 | -0.1123 | 0.1195 |
Buy And Hold Return (%) | 473.4196 | 473.4196 | 473.4196 | 473.4196 | 473.4196 | 473.4196 |
Max Trade Drawdown | -97414 | -116354 | -58062 | -2190367 | -2798334 | -583666 |
Profit Factor | 2.7205 | 3.5935 | 1.3185 | 1.1909 | 0.9867 | 1.7901 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 46.0177 | 42.8571 | 49.1228 | 46.0177 | 42.8571 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.1914 | 4.7913 | 1.3656 | 1.397 | 1.3156 | 1.854 |
Largest Winning Trade | 468648 | 468648 | 51393 | 1702917 | 1702917 | 614845 |
Largest Losing Trade | -44677 | -41403 | -44677 | -1265609 | -1265609 | -583666 |
Avg Bars in Trades | 41 | 68 | 15 | 41 | 68 | 15 |
Avg Bars in Winners | 57 | 102 | 19 | 57 | 102 | 19 |
Avg Bars in Losers | 27 | 42 | 11 | 27 | 42 | 11 |
Bars Traded | 4699 | 3821 | 878 | 4699 | 3821 | 878 |
Profit Streak | 0 | 108.4785 | 0 | 0 | 108.4785 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317478 | -171568 | -497981 | -49849 | -760986 | -212024 |
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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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