Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1902034.459 | 1918135.1376 | -16100.6787 | 344607.8118 | 1904832.4715 | -1560224.6597 |
Total P&L (%) | 1902.0345 | 1918.1351 | -16.1007 | 344.6078 | 1904.8325 | -1560.2247 |
Avg Daily Profit (%) | 0.8424 | 0.8495 | -0.0071 | 0.0661 | 0.1329 | 0 |
Buy And Hold Return (%) | 341.3462 | 341.3462 | 341.3462 | 341.3462 | 341.3462 | 341.3462 |
Max Trade Drawdown | -136418 | -99087 | -143083 | -3287113 | -1941883 | -1826877 |
Profit Factor | 3.3756 | 6.2906 | 0.9632 | 1.0444 | 1.5195 | 0.6184 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 41.9048 | 35.8491 | 48.0769 | 41.9048 | 35.8491 | 48.0769 |
Ratio Avg Win / Avg Loss | 4.6798 | 11.2569 | 1.0403 | 1.448 | 2.7192 | 0.6679 |
Largest Winning Trade | 1723073 | 1723073 | 49104 | 3327445 | 3327445 | 463455 |
Largest Losing Trade | -57525 | -31870 | -57525 | -1428483 | -1161610 | -1428483 |
Avg Bars in Trades | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Winners | 96 | 94 | 97 | 96 | 94 | 97 |
Avg Bars in Losers | 37 | 39 | 34 | 37 | 39 | 34 |
Bars Traded | 6513 | 3126 | 3387 | 6513 | 3126 | 3387 |
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 | 570127 | -164741 | -759914 | -441996 | -199202 | -761581 |
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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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