Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1075103.8903 | 1244066.006 | -168962.1157 | -91763.9472 | 40114.0153 | -131877.9625 |
Total P&L (%) | 1075.1039 | 1244.066 | -168.9621 | -91.7639 | 40.114 | -131.878 |
Avg Daily Profit (%) | 0.5999 | 0.6942 | -0.0943 | -0.1392 | 0.0188 | 0 |
Buy And Hold Return (%) | 357.1716 | 357.1716 | 357.1716 | 357.1716 | 357.1716 | 357.1716 |
Max Trade Drawdown | -226327 | -147665 | -279071 | -80035 | -29705 | -114919 |
Profit Factor | 2.1662 | 4.3256 | 0.6916 | 0.6101 | 1.6637 | 0.246 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.404 | 8.6511 | 0.8645 | 0.9587 | 3.3274 | 0.3075 |
Largest Winning Trade | 1187960 | 1187960 | 61540 | 43810 | 43810 | 9628 |
Largest Losing Trade | -81655 | -43587 | -81655 | -66261 | -13107 | -66261 |
Avg Bars in Trades | 97 | 87 | 107 | 97 | 87 | 107 |
Avg Bars in Winners | 165 | 158 | 170 | 165 | 158 | 170 |
Avg Bars in Losers | 54 | 52 | 57 | 54 | 52 | 57 |
Bars Traded | 10557 | 4741 | 5816 | 10557 | 4741 | 5816 |
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 | 303857 | -169934 | -762993 | -584811 | -517151 | -762993 |
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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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