Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664988.52 | 1741673.421 | -76684.901 | 19398.6369 | 1121621.6899 | -1102223.0529 |
Total P&L (%) | 1664.9885 | 1741.6734 | -76.6849 | 19.3986 | 1121.6217 | -1102.2231 |
Avg Daily Profit (%) | 0.7338 | 0.7676 | -0.0338 | 0.0078 | 0.1104 | 0 |
Buy And Hold Return (%) | 230.8824 | 230.8824 | 230.8824 | 230.8824 | 230.8824 | 230.8824 |
Max Trade Drawdown | -153861 | -127203 | -148111 | -1657624 | -1049632 | -1195649 |
Profit Factor | 2.8343 | 4.9268 | 0.8348 | 1.004 | 1.4883 | 0.5706 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 33.6842 | 27.0833 | 40.4255 | 33.6842 | 27.0833 | 40.4255 |
Ratio Avg Win / Avg Loss | 5.5801 | 13.2646 | 1.2302 | 1.9766 | 4.0071 | 0.8409 |
Largest Winning Trade | 1556632 | 1556632 | 45487 | 1612577 | 1612577 | 488036 |
Largest Losing Trade | -62856 | -31093 | -62856 | -421819 | -421819 | -409763 |
Avg Bars in Trades | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Winners | 167 | 181 | 157 | 167 | 181 | 157 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 8684 | 4238 | 4446 | 8684 | 4238 | 4446 |
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 | 429071 | -191 | -582753 | -569286 | -65174 | -584420 |
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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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