Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269564.7242 | 1320851.0653 | -51286.3411 | -30710.6927 | 1007189.8494 | -1037900.5421 |
Total P&L (%) | 1269.5647 | 1320.8511 | -51.2863 | -30.7107 | 1007.1898 | -1037.9005 |
Avg Daily Profit (%) | 0.6094 | 0.634 | -0.0246 | -0.0176 | 0.1155 | 0 |
Buy And Hold Return (%) | 64.2222 | 64.2222 | 64.2222 | 64.2222 | 64.2222 | 64.2222 |
Max Trade Drawdown | -221045 | -149191 | -145248 | -1337102 | -301219 | -1111824 |
Profit Factor | 2.4006 | 3.8906 | 0.8859 | 0.9863 | 2.2518 | 0.2757 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.1753 | 31.25 | 46.9388 | 39.1753 | 31.25 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.7273 | 8.5594 | 1.0015 | 1.5313 | 4.9539 | 0.3116 |
Largest Winning Trade | 966674 | 966674 | 55514 | 1244902 | 1244902 | 71460 |
Largest Losing Trade | -63181 | -53783 | -63181 | -772828 | -222378 | -772828 |
Avg Bars in Trades | 252 | 299 | 206 | 252 | 299 | 206 |
Avg Bars in Winners | 400 | 577 | 285 | 400 | 577 | 285 |
Avg Bars in Losers | 157 | 173 | 135 | 157 | 173 | 135 |
Bars Traded | 24498 | 14399 | 10099 | 24498 | 14399 | 10099 |
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 | 437723 | 414925 | -580205 | -581951 | -41334 | -581872 |
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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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