Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258476.5722 | 1146654.139 | 111822.4331 | 10642850.8049 | 7403405.9966 | 3239444.8083 |
Total P&L (%) | 1258.4766 | 1146.6541 | 111.8224 | 10642.8508 | 7403.406 | 3239.4448 |
Avg Daily Profit (%) | 0.5728 | 0.5219 | 0.0509 | 0.2131 | 0.1967 | 0.1598 |
Buy And Hold Return (%) | 818.9585 | 818.9585 | 818.9585 | 818.9585 | 818.9585 | 818.9585 |
Max Trade Drawdown | -97693 | -111299 | -127857 | -1598598 | -1598598 | -697920 |
Profit Factor | 2.9923 | 4.3856 | 1.3817 | 2.912 | 2.9403 | 2.8502 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 45.8333 | 51.0638 | 48.4211 | 45.8333 | 51.0638 |
Ratio Avg Win / Avg Loss | 3.1874 | 5.183 | 1.3241 | 3.1019 | 3.4749 | 2.7314 |
Largest Winning Trade | 513114 | 513114 | 53976 | 4913007 | 4913007 | 1332322 |
Largest Losing Trade | -48448 | -48448 | -31383 | -1598598 | -1598598 | -484540 |
Avg Bars in Trades | 66 | 56 | 77 | 66 | 56 | 77 |
Avg Bars in Winners | 98 | 78 | 116 | 98 | 78 | 116 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 6342 | 2713 | 3629 | 6342 | 2713 | 3629 |
Profit Streak | 0 | 0 | 258.7726 | 0 | 0 | 258.7726 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237632 | -24688 | -288543 | 480567 | 435350 | 448808 |
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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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