Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864037.3903 | 1877343.6691 | -13306.2788 | 502386.3691 | 2113499.1796 | -1611112.8104 |
Total P&L (%) | 1864.0374 | 1877.3437 | -13.3063 | 502.3864 | 2113.4992 | -1611.1128 |
Avg Daily Profit (%) | 0.9928 | 0.9999 | -0.0071 | 0.0957 | 0.1651 | 0 |
Buy And Hold Return (%) | 659.7558 | 659.7558 | 659.7558 | 659.7558 | 659.7558 | 659.7558 |
Max Trade Drawdown | -171849 | -171026 | -140502 | -2980241 | -1995365 | -2576266 |
Profit Factor | 3.69 | 6.4319 | 0.9617 | 1.0723 | 1.6454 | 0.561 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 41.7476 | 40.3846 | 43.1373 | 41.7476 | 40.3846 | 43.1373 |
Ratio Avg Win / Avg Loss | 5.1489 | 9.4947 | 1.2677 | 1.4963 | 2.4289 | 0.7395 |
Largest Winning Trade | 1601895 | 1601895 | 62021 | 2503488 | 2503488 | 344555 |
Largest Losing Trade | -45071 | -40946 | -45071 | -1290529 | -592135 | -1290529 |
Avg Bars in Trades | 106 | 92 | 121 | 106 | 92 | 121 |
Avg Bars in Winners | 149 | 141 | 157 | 149 | 141 | 157 |
Avg Bars in Losers | 75 | 58 | 93 | 75 | 58 | 93 |
Bars Traded | 10986 | 4793 | 6193 | 10986 | 4793 | 6193 |
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 | 502780 | -165175 | -761835 | -374466 | -175869 | -763502 |
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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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