Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644801.5183 | 1643588.0693 | 1213.449 | 635913.1933 | 1861656.1905 | -1225742.9972 |
Total P&L (%) | 1644.8015 | 1643.5881 | 1.2134 | 635.9132 | 1861.6562 | -1225.743 |
Avg Daily Profit (%) | 0.7286 | 0.7281 | 0.0005 | 0.0885 | 0.1319 | 0 |
Buy And Hold Return (%) | 325.1592 | 325.1592 | 325.1592 | 325.1592 | 325.1592 | 325.1592 |
Max Trade Drawdown | -145041 | -111926 | -107285 | -3193117 | -2368215 | -1600409 |
Profit Factor | 3.1632 | 5.733 | 1.0029 | 1.053 | 1.3307 | 0.8073 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 35.2381 | 33.9623 | 36.5385 | 35.2381 | 33.9623 | 36.5385 |
Ratio Avg Win / Avg Loss | 5.8135 | 11.1474 | 1.7419 | 1.9353 | 2.5875 | 1.4022 |
Largest Winning Trade | 1368428 | 1368428 | 49156 | 2889825 | 2889825 | 929892 |
Largest Losing Trade | -42159 | -32819 | -42159 | -820998 | -820998 | -649171 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 116 | 118 | 115 | 116 | 118 | 115 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 6509 | 3141 | 3368 | 6509 | 3141 | 3368 |
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 | 426432 | -166982 | -759341 | -248172 | -202505 | -764401 |
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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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