Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140525.0686 | 1112672.1094 | 27852.9592 | 1095511.0463 | 911125.6657 | 184385.3807 |
Total P&L (%) | 1140.5251 | 1112.6721 | 27.853 | 1095.511 | 911.1257 | 184.3854 |
Avg Daily Profit (%) | 0.6292 | 0.6138 | 0.0154 | 0.137 | 0.1277 | 0.0577 |
Buy And Hold Return (%) | 514.5142 | 514.5142 | 514.5142 | 514.5142 | 514.5142 | 514.5142 |
Max Trade Drawdown | -165618 | -121886 | -65945 | -3639741 | -2567291 | -2030043 |
Profit Factor | 3.2794 | 5.494 | 1.1102 | 1.1062 | 1.1781 | 1.0354 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 47.0588 | 39.2157 | 54.902 | 47.0588 | 39.2157 | 54.902 |
Ratio Avg Win / Avg Loss | 3.6893 | 8.5157 | 0.9119 | 1.2444 | 1.826 | 0.8505 |
Largest Winning Trade | 599814 | 599814 | 65610 | 1866005 | 1866005 | 1550172 |
Largest Losing Trade | -45848 | -30868 | -45848 | -1184596 | -1184596 | -1141334 |
Avg Bars in Trades | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Winners | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Losers | 31 | 27 | 37 | 31 | 27 | 37 |
Bars Traded | 5108 | 2222 | 2886 | 5108 | 2222 | 2886 |
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 | 419718 | -170322 | -618500 | -120394 | -238300 | -644304 |
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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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