Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062805.3288 | 959544.1658 | 103261.163 | 988059.244 | 524977.505 | 463081.7391 |
Total P&L (%) | 1062.8053 | 959.5442 | 103.2612 | 988.0592 | 524.9775 | 463.0817 |
Avg Daily Profit (%) | 0.5708 | 0.5153 | 0.0555 | 0.1283 | 0.0985 | 0.0929 |
Buy And Hold Return (%) | 48.7622 | 48.7622 | 48.7622 | 48.7622 | 48.7622 | 48.7622 |
Max Trade Drawdown | -113997 | -82357 | -40396 | -778052 | -689688 | -531330 |
Profit Factor | 3.0105 | 4.4268 | 1.4154 | 1.2134 | 1.2187 | 1.2078 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 49.5146 | 46.1538 | 52.9412 | 49.5146 | 46.1538 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.0695 | 5.1646 | 1.2581 | 1.2372 | 1.4218 | 1.0736 |
Largest Winning Trade | 909020 | 909020 | 62399 | 909020 | 909020 | 399485 |
Largest Losing Trade | -40403 | -33433 | -40403 | -411842 | -248209 | -411842 |
Avg Bars in Trades | 33 | 21 | 46 | 33 | 21 | 46 |
Avg Bars in Winners | 49 | 29 | 67 | 49 | 29 | 67 |
Avg Bars in Losers | 17 | 14 | 21 | 17 | 14 | 21 |
Bars Traded | 3468 | 1119 | 2350 | 3468 | 1119 | 2350 |
Profit Streak | 0 | 0 | 58.8953 | 0 | 0 | 58.8953 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 613530 | -163165 | -302875 | -21713 | -242786 | -248168 |
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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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