Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457059.4526 | 1405992.0175 | 51067.4351 | 2825003.5743 | 4244572.588 | -1419569.0137 |
Total P&L (%) | 1457.0595 | 1405.992 | 51.0674 | 2825.0036 | 4244.5726 | -1419.569 |
Avg Daily Profit (%) | 0.8039 | 0.7757 | 0.0282 | 0.1864 | 0.2083 | 0 |
Buy And Hold Return (%) | 493.6384 | 493.6384 | 493.6384 | 493.6384 | 493.6384 | 493.6384 |
Max Trade Drawdown | -95194 | -67005 | -70402 | -6061926 | -3133600 | -3130080 |
Profit Factor | 3.5466 | 6.2214 | 1.1686 | 1.1675 | 1.586 | 0.8525 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 33.3333 | 30.4348 | 36.1702 | 33.3333 | 30.4348 | 36.1702 |
Ratio Avg Win / Avg Loss | 7.0931 | 14.2204 | 2.0622 | 2.335 | 3.6251 | 1.5044 |
Largest Winning Trade | 881468 | 881468 | 74234 | 4625883 | 4625883 | 2125904 |
Largest Losing Trade | -34055 | -25045 | -34055 | -1221388 | -1207247 | -1221388 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Losers | 19 | 17 | 21 | 19 | 17 | 21 |
Bars Traded | 3549 | 1527 | 2022 | 3549 | 1527 | 2022 |
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 | 378393 | 385400 | -360272 | -34340 | 126577 | -583297 |
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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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