Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766841.7533 | 1789806.5105 | -22964.7572 | 462306.3663 | 1054691.0492 | -592384.6829 |
Total P&L (%) | 1766.8418 | 1789.8065 | -22.9648 | 462.3064 | 1054.691 | -592.3847 |
Avg Daily Profit (%) | 0.749 | 0.7588 | -0.0097 | 0.0732 | 0.1038 | 0 |
Buy And Hold Return (%) | 642.9303 | 642.9303 | 642.9303 | 642.9303 | 642.9303 | 642.9303 |
Max Trade Drawdown | -127114 | -131800 | -122570 | -1851056 | -1391641 | -1007016 |
Profit Factor | 2.6952 | 4.4232 | 0.9558 | 1.0514 | 1.2316 | 0.8664 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 127 | 68 | 59 | 127 | 68 | 59 |
Profitability (%) | 42.0091 | 38.1818 | 45.8716 | 42.0091 | 38.1818 | 45.8716 |
Ratio Avg Win / Avg Loss | 3.7205 | 7.1613 | 1.1278 | 1.4514 | 1.9941 | 1.0223 |
Largest Winning Trade | 1561865 | 1561865 | 63748 | 1567062 | 1567062 | 536958 |
Largest Losing Trade | -32282 | -32282 | -26504 | -658527 | -658527 | -388575 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 102 | 89 | 113 | 102 | 89 | 113 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 13923 | 6021 | 7901 | 13923 | 6021 | 7901 |
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 | 452728 | 432891 | -580980 | -426838 | -67399 | -580980 |
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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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