Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2108715.8995 | 2042459.003 | 66256.8965 | 772331.9719 | 976878.8773 | -204546.9054 |
Total P&L (%) | 2108.7159 | 2042.459 | 66.2569 | 772.332 | 976.8789 | -204.5469 |
Avg Daily Profit (%) | 0.9321 | 0.9028 | 0.0293 | 0.0958 | 0.1051 | 0 |
Buy And Hold Return (%) | 284.8315 | 284.8315 | 284.8315 | 284.8315 | 284.8315 | 284.8315 |
Max Trade Drawdown | -170883 | -136107 | -103663 | -6345160 | -4926278 | -2935051 |
Profit Factor | 3.9697 | 7.1605 | 1.175 | 1.0418 | 1.1006 | 0.9766 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 45.3608 | 34.6939 | 56.25 | 45.3608 | 34.6939 | 56.25 |
Ratio Avg Win / Avg Loss | 4.7817 | 13.4786 | 0.9139 | 1.2549 | 2.0717 | 0.7596 |
Largest Winning Trade | 1616441 | 1616441 | 53860 | 3866531 | 3866531 | 1696722 |
Largest Losing Trade | -88986 | -24155 | -88986 | -2511125 | -1175268 | -2511125 |
Avg Bars in Trades | 67 | 64 | 69 | 67 | 64 | 69 |
Avg Bars in Winners | 99 | 113 | 90 | 99 | 113 | 90 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 6520 | 3167 | 3353 | 6520 | 3167 | 3353 |
Profit Streak | 0 | 0 | 160.4657 | 0 | 0 | 160.4657 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675876 | 573385 | -346908 | -244100 | -169615 | -578496 |
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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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