Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064496.258 | 1260322.1682 | -195825.9103 | -98639.4821 | 787472.9571 | -886112.4391 |
Total P&L (%) | 1064.4963 | 1260.3222 | -195.8259 | -98.6395 | 787.473 | -886.1124 |
Avg Daily Profit (%) | 0.5756 | 0.6815 | -0.1059 | -0.2321 | 0.1181 | 0 |
Buy And Hold Return (%) | 29.2194 | 29.2194 | 29.2194 | 29.2194 | 29.2194 | 29.2194 |
Max Trade Drawdown | -414858 | -203110 | -233281 | -1187370 | -326611 | -887741 |
Profit Factor | 2.0598 | 3.5689 | 0.6189 | 0.9244 | 3.1364 | 0.054 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 48.1818 | 40 | 56.3636 | 48.1818 | 40 | 56.3636 |
Ratio Avg Win / Avg Loss | 2.2152 | 5.3533 | 0.4791 | 0.9942 | 4.7045 | 0.0418 |
Largest Winning Trade | 1446720 | 1446720 | 39088 | 1068706 | 1068706 | 9182 |
Largest Losing Trade | -76236 | -46952 | -76236 | -649042 | -200725 | -649042 |
Avg Bars in Trades | 49 | 51 | 46 | 49 | 51 | 46 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 5392 | 2840 | 2552 | 5392 | 2840 | 2552 |
Profit Streak | 0 | 0 | 152.3488 | 0 | 0 | 152.3488 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530964 | -165045 | -758626 | -581192 | -212841 | -758626 |
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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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