Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306015.6813 | 1295464.1159 | 10551.5654 | 1572425.8891 | 3644878.0837 | -2072452.1947 |
Total P&L (%) | 1306.0157 | 1295.4641 | 10.5516 | 1572.4259 | 3644.8781 | -2072.4522 |
Avg Daily Profit (%) | 0.7081 | 0.7024 | 0.0057 | 0.1528 | 0.1966 | 0 |
Buy And Hold Return (%) | 583.1399 | 583.1399 | 583.1399 | 583.1399 | 583.1399 | 583.1399 |
Max Trade Drawdown | -184084 | -81505 | -105012 | -11889128 | -5544188 | -6389507 |
Profit Factor | 3.116 | 5.8276 | 1.0302 | 1.0716 | 1.3851 | 0.8342 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 32.9787 | 31.9149 | 34.0426 | 32.9787 | 31.9149 | 34.0426 |
Ratio Avg Win / Avg Loss | 6.3324 | 12.4323 | 1.9961 | 2.1777 | 2.9549 | 1.6163 |
Largest Winning Trade | 692241 | 692241 | 76688 | 5695478 | 5695478 | 2497011 |
Largest Losing Trade | -37392 | -18710 | -37392 | -2254760 | -2254760 | -2127269 |
Avg Bars in Trades | 57 | 53 | 62 | 57 | 53 | 62 |
Avg Bars in Winners | 111 | 99 | 122 | 111 | 99 | 122 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 5442 | 2505 | 2937 | 5442 | 2505 | 2937 |
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 | 240277 | 301310 | -543228 | -142782 | 81808 | -584124 |
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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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