Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513682.2578 | 1446336.794 | 67345.4638 | 941801.7192 | -60818.8019 | 1002620.5211 |
Total P&L (%) | 1513.6823 | 1446.3368 | 67.3455 | 941.8017 | -60.8188 | 1002.6205 |
Avg Daily Profit (%) | 0.8126 | 0.7765 | 0.0362 | 0.1259 | -0.0503 | 0.1289 |
Buy And Hold Return (%) | 83.7877 | 83.7877 | 83.7877 | 83.7877 | 83.7877 | 83.7877 |
Max Trade Drawdown | -108119 | -90080 | -53268 | -2528091 | -2229545 | -1005165 |
Profit Factor | 3.8954 | 6.9327 | 1.2414 | 1.0966 | 0.9875 | 1.2051 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 40 | 32.7273 | 47.2727 | 40 | 32.7273 | 47.2727 |
Ratio Avg Win / Avg Loss | 5.8431 | 14.2506 | 1.3846 | 1.6449 | 2.0298 | 1.3441 |
Largest Winning Trade | 1348303 | 1348303 | 66848 | 1360110 | 1360110 | 1172121 |
Largest Losing Trade | -31345 | -22332 | -31345 | -675891 | -491399 | -675891 |
Avg Bars in Trades | 48 | 36 | 61 | 48 | 36 | 61 |
Avg Bars in Winners | 83 | 70 | 92 | 83 | 70 | 92 |
Avg Bars in Losers | 25 | 19 | 33 | 25 | 19 | 33 |
Bars Traded | 5370 | 2004 | 3366 | 5370 | 2004 | 3366 |
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 | 596352 | -165557 | -491767 | -141255 | -765050 | -202075 |
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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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