Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1815066.5935 | 1701251.4512 | 113815.1424 | 2678250.529 | -64615.497 | 2742866.0261 |
Total P&L (%) | 1815.0666 | 1701.2515 | 113.8151 | 2678.2505 | -64.6155 | 2742.866 |
Avg Daily Profit (%) | 0.9803 | 0.9189 | 0.0615 | 0.1797 | -0.0561 | 0.181 |
Buy And Hold Return (%) | 57.0745 | 57.0745 | 57.0745 | 57.0745 | 57.0745 | 57.0745 |
Max Trade Drawdown | -71351 | -66304 | -50804 | -3340720 | -3279983 | -1436719 |
Profit Factor | 4.9498 | 8.0997 | 1.5175 | 1.2274 | 0.9904 | 1.5442 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 32.9897 | 28.5714 | 37.5 | 32.9897 | 28.5714 | 37.5 |
Ratio Avg Win / Avg Loss | 10.0542 | 20.2492 | 2.5292 | 2.4931 | 2.476 | 2.5737 |
Largest Winning Trade | 1589095 | 1589095 | 62752 | 2425779 | 2425779 | 1517598 |
Largest Losing Trade | -20998 | -15965 | -20998 | -551849 | -551849 | -432488 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 79 | 73 | 84 | 79 | 73 | 84 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 3532 | 1515 | 2017 | 3532 | 1515 | 2017 |
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 | 530060 | 271505 | -120019 | 81313 | -592255 | 208437 |
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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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