Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156666.2377 | 1199478.2984 | -42812.0607 | 352580.6885 | 641996.051 | -289415.3625 |
Total P&L (%) | 1156.6662 | 1199.4783 | -42.8121 | 352.5807 | 641.9961 | -289.4154 |
Avg Daily Profit (%) | 0.6334 | 0.6569 | -0.0234 | 0.0827 | 0.1098 | 0 |
Buy And Hold Return (%) | 606.8736 | 606.8736 | 606.8736 | 606.8736 | 606.8736 | 606.8736 |
Max Trade Drawdown | -173146 | -108193 | -145706 | -548657 | -329732 | -487581 |
Profit Factor | 2.5701 | 4.1902 | 0.8813 | 1.1561 | 1.5619 | 0.7407 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 43.1579 | 42.5532 | 43.75 | 43.1579 | 42.5532 | 43.75 |
Ratio Avg Win / Avg Loss | 3.385 | 5.6568 | 1.1331 | 1.5227 | 2.1085 | 0.9524 |
Largest Winning Trade | 642133 | 642133 | 78613 | 534834 | 534834 | 158780 |
Largest Losing Trade | -45057 | -42009 | -45057 | -129529 | -129529 | -127585 |
Avg Bars in Trades | 220 | 254 | 186 | 220 | 254 | 186 |
Avg Bars in Winners | 324 | 362 | 288 | 324 | 362 | 288 |
Avg Bars in Losers | 141 | 174 | 107 | 141 | 174 | 107 |
Bars Traded | 20918 | 11949 | 8969 | 20918 | 11949 | 8969 |
Profit Streak | 0 | 169.0382 | 0 | 0 | 169.0382 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 241891 | 383982 | -581453 | -298422 | -192374 | -583119 |
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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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