Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1757853.4717 | 1806450.4618 | -48596.9901 | 31967.2902 | 483793.8202 | -451826.53 |
Total P&L (%) | 1757.8535 | 1806.4505 | -48.597 | 31.9673 | 483.7938 | -451.8265 |
Avg Daily Profit (%) | 0.9847 | 1.0119 | -0.0272 | 0.0155 | 0.0989 | 0 |
Buy And Hold Return (%) | 280.9346 | 280.9346 | 280.9346 | 280.9346 | 280.9346 | 280.9346 |
Max Trade Drawdown | -208660 | -215931 | -131050 | -3007356 | -2991801 | -1222322 |
Profit Factor | 2.9757 | 4.4073 | 0.8648 | 1.0043 | 1.1029 | 0.836 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 42.0561 | 32.0755 | 51.8519 | 42.0561 | 32.0755 | 51.8519 |
Ratio Avg Win / Avg Loss | 4.0999 | 9.3331 | 0.8031 | 1.3837 | 2.3355 | 0.7763 |
Largest Winning Trade | 1589055 | 1589055 | 28946 | 1629179 | 1629179 | 276500 |
Largest Losing Trade | -53246 | -38726 | -53246 | -597820 | -597820 | -459893 |
Avg Bars in Trades | 95 | 121 | 70 | 95 | 121 | 70 |
Avg Bars in Winners | 128 | 192 | 89 | 128 | 192 | 89 |
Avg Bars in Losers | 71 | 88 | 49 | 71 | 88 | 49 |
Bars Traded | 10233 | 6443 | 3790 | 10233 | 6443 | 3790 |
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 | 565543 | -166973 | -760593 | -556482 | -363264 | -760593 |
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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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