Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308042.6987 | 1382360.3274 | -74317.6287 | -67530.3473 | 350821.1568 | -418351.5041 |
Total P&L (%) | 1308.0427 | 1382.3603 | -74.3176 | -67.5303 | 350.8212 | -418.3515 |
Avg Daily Profit (%) | 0.7057 | 0.7458 | -0.0401 | -0.0607 | 0.0813 | 0 |
Buy And Hold Return (%) | 202.9457 | 202.9457 | 202.9457 | 202.9457 | 202.9457 | 202.9457 |
Max Trade Drawdown | -323257 | -164420 | -188542 | -855130 | -461924 | -427324 |
Profit Factor | 2.436 | 4.1487 | 0.8425 | 0.9406 | 1.5945 | 0.236 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 42.8571 | 41.5094 | 44.2308 | 42.8571 | 41.5094 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.248 | 5.8459 | 1.0623 | 1.2542 | 2.2469 | 0.2975 |
Largest Winning Trade | 1322197 | 1322197 | 53352 | 782474 | 782474 | 27903 |
Largest Losing Trade | -69753 | -46230 | -69753 | -398994 | -398994 | -323693 |
Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Winners | 109 | 88 | 128 | 109 | 88 | 128 |
Avg Bars in Losers | 36 | 38 | 33 | 36 | 38 | 33 |
Bars Traded | 7097 | 3158 | 3940 | 7097 | 3158 | 3940 |
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 | 508804 | -163609 | -761410 | -581609 | -273494 | -763076 |
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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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