Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165723.6228 | 1134341.3207 | 31382.3021 | 1799321.6066 | 2796828.5715 | -997506.9649 |
Total P&L (%) | 1165.7236 | 1134.3413 | 31.3823 | 1799.3216 | 2796.8286 | -997.507 |
Avg Daily Profit (%) | 0.6382 | 0.621 | 0.0172 | 0.1613 | 0.1845 | 0 |
Buy And Hold Return (%) | 638.7471 | 638.7471 | 638.7471 | 638.7471 | 638.7471 | 638.7471 |
Max Trade Drawdown | -106511 | -73760 | -89453 | -3767523 | -2100637 | -2010915 |
Profit Factor | 2.895 | 5.3308 | 1.0888 | 1.1658 | 1.6132 | 0.8415 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.2105 | 42.5532 | 45.8333 | 44.2105 | 42.5532 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.6532 | 7.1966 | 1.2868 | 1.4711 | 2.1778 | 0.9945 |
Largest Winning Trade | 715388 | 715388 | 74355 | 2427482 | 2427482 | 1446621 |
Largest Losing Trade | -43656 | -24633 | -43656 | -886356 | -716624 | -886356 |
Avg Bars in Trades | 112 | 105 | 119 | 112 | 105 | 119 |
Avg Bars in Winners | 165 | 142 | 187 | 165 | 142 | 187 |
Avg Bars in Losers | 70 | 78 | 61 | 70 | 78 | 61 |
Bars Traded | 10681 | 4953 | 5728 | 10681 | 4953 | 5728 |
Profit Streak | 0 | 28.4488 | 0 | 0 | 28.4488 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261236 | 341425 | -460007 | -35754 | 261590 | -582309 |
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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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