Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2134901.2824 | 2148925.3964 | -14024.114 | -1027950.9419 | -624293.6407 | -403657.3012 |
Total P&L (%) | 2134.9013 | 2148.9254 | -14.0241 | -1027.9509 | -624.2936 | -403.6573 |
Avg Daily Profit (%) | 0.946 | 0.9523 | -0.0062 | 0 | 0 | 0 |
Buy And Hold Return (%) | 172.4426 | 172.4426 | 172.4426 | 172.4426 | 172.4426 | 172.4426 |
Max Trade Drawdown | -204934 | -121270 | -180606 | -6056297 | -4463733 | -2288123 |
Profit Factor | 3.7183 | 7.4261 | 0.9689 | 0.9088 | 0.9017 | 0.9181 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 47 | 19 | 28 | 54 | 32 | 22 |
Losing Trades | 56 | 33 | 23 | 49 | 20 | 29 |
Profitability (%) | 45.6311 | 36.5385 | 54.902 | 52.4272 | 61.5385 | 43.1373 |
Ratio Avg Win / Avg Loss | 4.4303 | 12.8979 | 0.7959 | 0.8247 | 0.5635 | 1.2102 |
Largest Winning Trade | 1875827 | 1875827 | 52664 | 1855025 | 1855025 | 954922 |
Largest Losing Trade | -128410 | -39948 | -128410 | -3196976 | -3196976 | -587862 |
Avg Bars in Trades | 63 | 60 | 65 | 63 | 60 | 65 |
Avg Bars in Winners | 97 | 106 | 91 | 44 | 43 | 45 |
Avg Bars in Losers | 34 | 34 | 34 | 83 | 87 | 81 |
Bars Traded | 6516 | 3157 | 3359 | 6516 | 3157 | 3359 |
Profit Streak | 0 | 0 | 0 | 9.1745 | 9.1745 | 9.8412 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674022 | -163464 | -760197 | -579075 | -758670 | -761171 |
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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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