Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137956.9071 | 1110456.3864 | 27500.5207 | 1354120.27 | 2439993.0107 | -1085872.7406 |
Total P&L (%) | 1137.9569 | 1110.4564 | 27.5005 | 1354.1203 | 2439.993 | -1085.8727 |
Avg Daily Profit (%) | 0.6251 | 0.61 | 0.0151 | 0.1472 | 0.1779 | 0 |
Buy And Hold Return (%) | 594.1515 | 594.1515 | 594.1515 | 594.1515 | 594.1515 | 594.1515 |
Max Trade Drawdown | -91108 | -59350 | -135216 | -2702571 | -1150869 | -1785133 |
Profit Factor | 2.9006 | 5.9443 | 1.0735 | 1.1781 | 1.9089 | 0.7793 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 43.299 | 45.8333 | 40.8163 | 43.299 | 45.8333 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.7984 | 7.0251 | 1.5566 | 1.5427 | 2.256 | 1.1299 |
Largest Winning Trade | 758944 | 758944 | 78449 | 904048 | 889233 | 904048 |
Largest Losing Trade | -75946 | -22658 | -75946 | -1002557 | -440042 | -1002557 |
Avg Bars in Trades | 109 | 103 | 115 | 109 | 103 | 115 |
Avg Bars in Winners | 175 | 147 | 206 | 175 | 147 | 206 |
Avg Bars in Losers | 59 | 66 | 53 | 59 | 66 | 53 |
Bars Traded | 10667 | 4984 | 5683 | 10667 | 4984 | 5683 |
Profit Streak | 0 | 16.542 | 0 | 0 | 16.542 | 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 | 266696 | 424959 | -480482 | -27063 | 319773 | -582586 |
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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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