Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1452529.825 | 1397657.1526 | 54872.6724 | 1914948.2325 | 3869911.0332 | -1954962.8007 |
Total P&L (%) | 1452.5298 | 1397.6572 | 54.8727 | 1914.9482 | 3869.911 | -1954.9628 |
Avg Daily Profit (%) | 0.7958 | 0.7658 | 0.0301 | 0.1647 | 0.2019 | 0 |
Buy And Hold Return (%) | 807.144 | 807.144 | 807.144 | 807.144 | 807.144 | 807.144 |
Max Trade Drawdown | -116278 | -83751 | -73510 | -6374604 | -3246883 | -3915220 |
Profit Factor | 3.63 | 5.664 | 1.2172 | 1.1172 | 1.4753 | 0.7617 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 41.9355 | 36.9565 | 46.8085 | 41.9355 | 36.9565 | 46.8085 |
Ratio Avg Win / Avg Loss | 5.0261 | 9.6621 | 1.3832 | 1.5468 | 2.5167 | 0.8655 |
Largest Winning Trade | 683640 | 683640 | 52769 | 5842145 | 5842145 | 984218 |
Largest Losing Trade | -44162 | -29913 | -44162 | -1336885 | -820721 | -1336885 |
Avg Bars in Trades | 110 | 148 | 72 | 110 | 148 | 72 |
Avg Bars in Winners | 148 | 215 | 97 | 148 | 215 | 97 |
Avg Bars in Losers | 82 | 109 | 50 | 82 | 109 | 50 |
Bars Traded | 10252 | 6843 | 3409 | 10252 | 6843 | 3409 |
Profit Streak | 0 | 94.7798 | 0 | 0 | 94.7798 | 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 | 317070 | 289348 | -320080 | -90102 | 157124 | -581938 |
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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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