Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2435746.1236 | 2538499.0571 | -102752.9334 | -56845.5602 | 62350.175 | -119195.7352 |
Total P&L (%) | 2435.7461 | 2538.4991 | -102.7529 | -56.8456 | 62.3502 | -119.1957 |
Avg Daily Profit (%) | 1.3195 | 1.3752 | -0.0557 | -0.0455 | 0.0263 | 0 |
Buy And Hold Return (%) | 165.5592 | 165.5592 | 165.5592 | 165.5592 | 165.5592 | 165.5592 |
Max Trade Drawdown | -141794 | -136029 | -131407 | -484163 | -403947 | -185552 |
Profit Factor | 3.6812 | 5.069 | 0.6389 | 0.9587 | 1.0592 | 0.6329 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 43.8095 | 42.3077 | 45.283 | 43.8095 | 42.3077 | 45.283 |
Ratio Avg Win / Avg Loss | 4.7216 | 6.9123 | 0.772 | 1.2297 | 1.4444 | 0.7647 |
Largest Winning Trade | 2369363 | 2369363 | 37686 | 480763 | 480763 | 45840 |
Largest Losing Trade | -68523 | -68523 | -46441 | -224170 | -224170 | -99505 |
Avg Bars in Trades | 206 | 364 | 51 | 206 | 364 | 51 |
Avg Bars in Winners | 313 | 580 | 67 | 313 | 580 | 67 |
Avg Bars in Losers | 124 | 206 | 38 | 124 | 206 | 38 |
Bars Traded | 21719 | 18975 | 2744 | 21719 | 18975 | 2744 |
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 | 659401 | -161535 | -762667 | -581239 | -662009 | -762667 |
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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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