Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364670.9791 | 1299796.6443 | 64874.3348 | 4248392.8816 | 4811495.5532 | -563102.6716 |
Total P&L (%) | 1364.671 | 1299.7966 | 64.8743 | 4248.3929 | 4811.4956 | -563.1027 |
Avg Daily Profit (%) | 0.7533 | 0.7175 | 0.0358 | 0.2085 | 0.2152 | 0 |
Buy And Hold Return (%) | 551.1665 | 551.1665 | 551.1665 | 551.1665 | 551.1665 | 551.1665 |
Max Trade Drawdown | -178596 | -79804 | -114860 | -3725097 | -1734722 | -2475426 |
Profit Factor | 3.9392 | 6.4379 | 1.288 | 1.3863 | 1.9396 | 0.9042 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 30.1075 | 26.087 | 34.0426 | 30.1075 | 26.087 | 34.0426 |
Ratio Avg Win / Avg Loss | 9.1445 | 18.2406 | 2.4954 | 3.2183 | 5.4954 | 1.7518 |
Largest Winning Trade | 759955 | 759955 | 75524 | 2773364 | 2773364 | 2521399 |
Largest Losing Trade | -25939 | -25939 | -25624 | -928133 | -746720 | -928133 |
Avg Bars in Trades | 113 | 104 | 123 | 113 | 104 | 123 |
Avg Bars in Winners | 295 | 300 | 291 | 295 | 300 | 291 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 10588 | 4799 | 5789 | 10588 | 4799 | 5789 |
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 | 308894 | -8461 | -315837 | 84409 | -13099 | -584124 |
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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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