Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461317.9597 | 1533755.6723 | -72437.7126 | -68757.5825 | 107426.1064 | -176183.6888 |
Total P&L (%) | 1461.318 | 1533.7557 | -72.4377 | -68.7576 | 107.4261 | -176.1837 |
Avg Daily Profit (%) | 0.7903 | 0.8295 | -0.0392 | -0.0629 | 0.0395 | 0 |
Buy And Hold Return (%) | 48.4146 | 48.4146 | 48.4146 | 48.4146 | 48.4146 | 48.4146 |
Max Trade Drawdown | -237989 | -205887 | -82985 | -1318435 | -1271398 | -598662 |
Profit Factor | 2.9815 | 4.8982 | 0.7894 | 0.9802 | 1.05 | 0.8668 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 47.619 | 43.3962 | 51.9231 | 47.619 | 43.3962 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.2797 | 6.3889 | 0.731 | 1.0782 | 1.3695 | 0.8026 |
Largest Winning Trade | 1611359 | 1611359 | 53460 | 919207 | 919207 | 201983 |
Largest Losing Trade | -53138 | -44383 | -53138 | -596682 | -511568 | -596682 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 5259 | 2508 | 2751 | 5259 | 2508 | 2751 |
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 | 652718 | -161711 | -760584 | -579757 | -493817 | -760584 |
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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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