Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1660508.2386 | 1680715.9556 | -20207.717 | 171102.1722 | 336026.2319 | -164924.0597 |
Total P&L (%) | 1660.5082 | 1680.716 | -20.2077 | 171.1022 | 336.0262 | -164.9241 |
Avg Daily Profit (%) | 0.9301 | 0.9414 | -0.0113 | 0.0559 | 0.0825 | 0 |
Buy And Hold Return (%) | 272.1879 | 272.1879 | 272.1879 | 272.1879 | 272.1879 | 272.1879 |
Max Trade Drawdown | -120823 | -154401 | -123326 | -1372321 | -1753322 | -971859 |
Profit Factor | 3.1877 | 5.5204 | 0.9478 | 1.0332 | 1.1188 | 0.9292 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 38.3838 | 34.6939 | 42 | 38.3838 | 34.6939 | 42 |
Ratio Avg Win / Avg Loss | 5.1171 | 10.3914 | 1.3089 | 1.6585 | 2.1059 | 1.2832 |
Largest Winning Trade | 1342482 | 1342482 | 56615 | 1489343 | 1489343 | 549688 |
Largest Losing Trade | -62792 | -30091 | -62792 | -510473 | -457569 | -510473 |
Avg Bars in Trades | 69 | 67 | 70 | 69 | 67 | 70 |
Avg Bars in Winners | 100 | 107 | 94 | 100 | 107 | 94 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 6844 | 3306 | 3538 | 6844 | 3306 | 3538 |
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 | 522640 | 542128 | -762277 | -471267 | -270223 | -762277 |
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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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