Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804094.3752 | 809469.6316 | -5375.2563 | 196033.401 | 2532393.2014 | -2336359.8004 |
Total P&L (%) | 804.0944 | 809.4696 | -5.3753 | 196.0334 | 2532.3932 | -2336.3598 |
Avg Daily Profit (%) | 0.386 | 0.3885 | -0.0026 | 0.0521 | 0.1571 | 0 |
Buy And Hold Return (%) | 122.0183 | 122.0183 | 122.0183 | 122.0183 | 122.0183 | 122.0183 |
Max Trade Drawdown | -158897 | -142157 | -115277 | -3430060 | -2614650 | -2619566 |
Profit Factor | 1.8988 | 2.7265 | 0.9874 | 1.0176 | 1.4213 | 0.5445 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 39.4495 | 40 | 38.8889 | 39.4495 | 40 | 38.8889 |
Ratio Avg Win / Avg Loss | 2.9144 | 4.0897 | 1.5516 | 1.5619 | 2.132 | 0.8556 |
Largest Winning Trade | 377313 | 377313 | 61349 | 2867386 | 2867386 | 533615 |
Largest Losing Trade | -42534 | -42534 | -30324 | -794481 | -794481 | -615090 |
Avg Bars in Trades | 225 | 199 | 253 | 225 | 199 | 253 |
Avg Bars in Winners | 409 | 369 | 451 | 409 | 369 | 451 |
Avg Bars in Losers | 106 | 85 | 126 | 106 | 85 | 126 |
Bars Traded | 24618 | 10955 | 13663 | 24618 | 10955 | 13663 |
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 | 329238 | -169336 | -762376 | -336713 | -174336 | -765154 |
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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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