Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229309.5982 | 1186693.7875 | 42615.8108 | 2633846.5061 | 2585207.5886 | 48638.9175 |
Total P&L (%) | 1229.3096 | 1186.6938 | 42.6158 | 2633.8465 | 2585.2076 | 48.6389 |
Avg Daily Profit (%) | 0.564 | 0.5445 | 0.0196 | 0.1519 | 0.1511 | 0.0182 |
Buy And Hold Return (%) | 52.473 | 52.473 | 52.473 | 52.473 | 52.473 | 52.473 |
Max Trade Drawdown | -123658 | -79738 | -99958 | -4178784 | -3295272 | -1313405 |
Profit Factor | 3.276 | 5.3187 | 1.1606 | 1.2848 | 1.4476 | 1.014 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 31.5789 | 27.0833 | 36.1702 | 31.5789 | 27.0833 | 36.1702 |
Ratio Avg Win / Avg Loss | 7.098 | 14.3195 | 2.0481 | 2.7837 | 3.8974 | 1.7894 |
Largest Winning Trade | 775249 | 775249 | 64889 | 2589728 | 2589728 | 1558154 |
Largest Losing Trade | -33376 | -23153 | -33376 | -1046022 | -1046022 | -578111 |
Avg Bars in Trades | 43 | 44 | 41 | 43 | 44 | 41 |
Avg Bars in Winners | 104 | 118 | 93 | 104 | 118 | 93 |
Avg Bars in Losers | 14 | 17 | 11 | 14 | 17 | 11 |
Bars Traded | 4088 | 2136 | 1952 | 4088 | 2136 | 1952 |
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 | 378048 | -1811 | -380553 | 65457 | -11105 | -543640 |
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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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