Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1253210.3811 | 1295244.1445 | -42033.7634 | -50472.1467 | 439153.4685 | -489625.6151 |
Total P&L (%) | 1253.2104 | 1295.2441 | -42.0338 | -50.4721 | 439.1535 | -489.6256 |
Avg Daily Profit (%) | 0.6763 | 0.6989 | -0.0227 | -0.0379 | 0.091 | 0 |
Buy And Hold Return (%) | 64.6288 | 64.6288 | 64.6288 | 64.6288 | 64.6288 | 64.6288 |
Max Trade Drawdown | -216785 | -154136 | -156757 | -1014471 | -649791 | -524163 |
Profit Factor | 2.8333 | 4.2659 | 0.8535 | 0.9672 | 1.5258 | 0.3058 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 40.1961 | 35.2941 | 45.098 | 40.1961 | 35.2941 | 45.098 |
Ratio Avg Win / Avg Loss | 4.2154 | 7.8208 | 1.0391 | 1.4391 | 2.7973 | 0.3723 |
Largest Winning Trade | 1342474 | 1342474 | 37690 | 971831 | 971831 | 81346 |
Largest Losing Trade | -75171 | -42453 | -75171 | -384487 | -384487 | -293131 |
Avg Bars in Trades | 105 | 121 | 89 | 105 | 121 | 89 |
Avg Bars in Winners | 116 | 116 | 115 | 116 | 116 | 115 |
Avg Bars in Losers | 98 | 123 | 67 | 98 | 123 | 67 |
Bars Traded | 10740 | 6173 | 4567 | 10740 | 6173 | 4567 |
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 | 503116 | -166215 | -761072 | -582652 | -254866 | -762739 |
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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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