Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742371.2355 | 1616117.6509 | 126253.5846 | 3004237.1708 | -593151.8795 | 3597389.0503 |
Total P&L (%) | 1742.3712 | 1616.1177 | 126.2536 | 3004.2372 | -593.1519 | 3597.3891 |
Avg Daily Profit (%) | 0.943 | 0.8747 | 0.0683 | 0.1861 | 0 | 0.1956 |
Buy And Hold Return (%) | 69.1466 | 69.1466 | 69.1466 | 69.1466 | 69.1466 | 69.1466 |
Max Trade Drawdown | -78311 | -67720 | -49750 | -3749410 | -3805829 | -1334887 |
Profit Factor | 5.1826 | 8.3537 | 1.6415 | 1.252 | 0.9166 | 1.7481 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 35.0515 | 24.4898 | 45.8333 | 35.0515 | 24.4898 | 45.8333 |
Ratio Avg Win / Avg Loss | 9.6031 | 25.7573 | 1.94 | 2.3199 | 2.8262 | 2.066 |
Largest Winning Trade | 1495433 | 1495433 | 60944 | 2654485 | 2654485 | 1816476 |
Largest Losing Trade | -23536 | -23536 | -22716 | -642068 | -573074 | -642068 |
Avg Bars in Trades | 110 | 89 | 132 | 110 | 89 | 132 |
Avg Bars in Winners | 223 | 245 | 211 | 223 | 245 | 211 |
Avg Bars in Losers | 49 | 38 | 65 | 49 | 38 | 65 |
Bars Traded | 10707 | 4361 | 6346 | 10707 | 4361 | 6346 |
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 | 563909 | -10485 | -108171 | 117565 | -610245 | 352169 |
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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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