Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301519.4379 | 1301171.3956 | 348.0423 | 561068.6838 | 582854.7691 | -21786.0853 |
Total P&L (%) | 1301.5194 | 1301.1714 | 0.348 | 561.0687 | 582.8548 | -21.7861 |
Avg Daily Profit (%) | 0.7174 | 0.7172 | 0.0002 | 0.1042 | 0.106 | -0.0135 |
Buy And Hold Return (%) | 580.1211 | 580.1211 | 580.1211 | 580.1211 | 580.1211 | 580.1211 |
Max Trade Drawdown | -122344 | -146471 | -38777 | -2345927 | -2437316 | -446184 |
Profit Factor | 3.1233 | 3.5498 | 1.0034 | 1.0672 | 1.0807 | 0.9807 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 46.3158 | 38.2979 | 54.1667 | 46.3158 | 38.2979 | 54.1667 |
Ratio Avg Win / Avg Loss | 3.6202 | 5.7191 | 0.849 | 1.237 | 1.7412 | 0.8299 |
Largest Winning Trade | 747784 | 747784 | 15418 | 2356532 | 2356532 | 326956 |
Largest Losing Trade | -46797 | -46797 | -19088 | -1029137 | -1029137 | -257753 |
Avg Bars in Trades | 103 | 205 | 3 | 103 | 205 | 3 |
Avg Bars in Winners | 139 | 334 | 4 | 139 | 334 | 4 |
Avg Bars in Losers | 72 | 124 | 2 | 72 | 124 | 2 |
Bars Traded | 9810 | 9645 | 165 | 9810 | 9645 | 165 |
Profit Streak | 0 | 183.2889 | 0 | 0 | 183.2889 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431400 | 361331 | -575885 | -367089 | -349938 | -579871 |
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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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