Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294863.1693 | 1269158.4434 | 25704.7259 | 1951589.1853 | 2143129.6468 | -191540.4615 |
Total P&L (%) | 1294.8632 | 1269.1584 | 25.7047 | 1951.5892 | 2143.1296 | -191.5405 |
Avg Daily Profit (%) | 0.588 | 0.5764 | 0.0117 | 0.1373 | 0.1414 | 0 |
Buy And Hold Return (%) | 495.4213 | 495.4213 | 495.4213 | 495.4213 | 495.4213 | 495.4213 |
Max Trade Drawdown | -167649 | -70211 | -103102 | -1189438 | -475723 | -1335745 |
Profit Factor | 3.2251 | 6.2639 | 1.0754 | 1.4634 | 2.2845 | 0.9247 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 39.7849 | 40.4255 | 39.1304 | 39.7849 | 40.4255 | 39.1304 |
Ratio Avg Win / Avg Loss | 4.8813 | 9.231 | 1.6729 | 2.2148 | 3.3666 | 1.4384 |
Largest Winning Trade | 772357 | 772357 | 63276 | 1432108 | 1432108 | 465724 |
Largest Losing Trade | -51314 | -42220 | -51314 | -531174 | -198872 | -531174 |
Avg Bars in Trades | 67 | 47 | 87 | 67 | 47 | 87 |
Avg Bars in Winners | 108 | 74 | 144 | 108 | 74 | 144 |
Avg Bars in Losers | 40 | 29 | 51 | 40 | 29 | 51 |
Bars Traded | 6264 | 2239 | 4025 | 6264 | 2239 | 4025 |
Profit Streak | 90.5764 | 134.9097 | 0 | 90.5764 | 134.9097 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392346 | 489601 | -483627 | -12575 | -4180 | -583264 |
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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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