Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1910420.8328 | 1972250.6929 | -61829.8601 | 91343.9235 | 1197628.1487 | -1106284.2252 |
Total P&L (%) | 1910.4208 | 1972.2507 | -61.8299 | 91.3439 | 1197.6281 | -1106.2842 |
Avg Daily Profit (%) | 1.023 | 1.0561 | -0.0331 | 0.0348 | 0.1373 | 0 |
Buy And Hold Return (%) | 704.3466 | 704.3466 | 704.3466 | 704.3466 | 704.3466 | 704.3466 |
Max Trade Drawdown | -272956 | -214682 | -103883 | -5309762 | -4234235 | -2001493 |
Profit Factor | 3.7111 | 5.6621 | 0.7805 | 1.0084 | 1.1858 | 0.7503 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.7111 | 7.0776 | 0.6244 | 1.0084 | 1.4823 | 0.6002 |
Largest Winning Trade | 1114083 | 1114083 | 36309 | 5006337 | 5006337 | 1095467 |
Largest Losing Trade | -45709 | -45709 | -45610 | -1618780 | -1069067 | -1618780 |
Avg Bars in Trades | 31 | 43 | 19 | 31 | 43 | 19 |
Avg Bars in Winners | 41 | 66 | 21 | 41 | 66 | 21 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 3409 | 2360 | 1049 | 3409 | 2360 | 1049 |
Profit Streak | 0 | 94.7182 | 0 | 0 | 94.7182 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 616665 | -163276 | -759835 | -523247 | -215931 | -759835 |
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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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