Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2049537.8365 | 2077233.4233 | -27695.5869 | 239689.278 | 564924.3155 | -325235.0375 |
Total P&L (%) | 2049.5378 | 2077.2334 | -27.6956 | 239.6893 | 564.9243 | -325.235 |
Avg Daily Profit (%) | 0.9838 | 0.9971 | -0.0133 | 0.0587 | 0.091 | 0 |
Buy And Hold Return (%) | 299.0878 | 299.0878 | 299.0878 | 299.0878 | 299.0878 | 299.0878 |
Max Trade Drawdown | -146584 | -119165 | -114701 | -1353899 | -1211784 | -751727 |
Profit Factor | 3.6242 | 6.5086 | 0.9314 | 1.0385 | 1.1676 | 0.8858 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 41.1765 | 35.2941 | 47.0588 | 41.1765 | 35.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.1775 | 11.9324 | 1.0479 | 1.4836 | 2.1406 | 0.9965 |
Largest Winning Trade | 1821557 | 1821557 | 49779 | 1388591 | 1388591 | 519998 |
Largest Losing Trade | -68117 | -29084 | -68117 | -407278 | -383442 | -407278 |
Avg Bars in Trades | 238 | 239 | 238 | 238 | 239 | 238 |
Avg Bars in Winners | 387 | 442 | 346 | 387 | 442 | 346 |
Avg Bars in Losers | 134 | 128 | 142 | 134 | 128 | 142 |
Bars Traded | 24376 | 12208 | 12168 | 24376 | 12208 | 12168 |
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 | 606723 | -163945 | -760310 | -461589 | -299561 | -761977 |
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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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