Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220506.9879 | 1186581.4334 | 33925.5545 | 233766.6604 | -241460.299 | 475226.9594 |
Total P&L (%) | 1220.507 | 1186.5814 | 33.9256 | 233.7667 | -241.4603 | 475.227 |
Avg Daily Profit (%) | 0.6605 | 0.6422 | 0.0184 | 0.0653 | 0 | 0.0947 |
Buy And Hold Return (%) | 44.5181 | 44.5181 | 44.5181 | 44.5181 | 44.5181 | 44.5181 |
Max Trade Drawdown | -144564 | -170274 | -38468 | -1725597 | -2295198 | -402745 |
Profit Factor | 3.084 | 3.9461 | 1.1855 | 1.0398 | 0.9418 | 1.2757 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 38.2353 | 29.4118 | 47.0588 | 38.2353 | 29.4118 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.9818 | 9.4705 | 1.3337 | 1.6797 | 2.2603 | 1.4351 |
Largest Winning Trade | 1125616 | 1125616 | 23585 | 1201135 | 1201135 | 268718 |
Largest Losing Trade | -37836 | -28853 | -37836 | -385139 | -385139 | -374198 |
Avg Bars in Trades | 70 | 116 | 25 | 70 | 116 | 25 |
Avg Bars in Winners | 105 | 228 | 28 | 105 | 228 | 28 |
Avg Bars in Losers | 49 | 69 | 23 | 49 | 69 | 23 |
Bars Traded | 7215 | 5921 | 1294 | 7215 | 5921 | 1294 |
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 | 488247 | -171864 | -531502 | -286903 | -768703 | -247481 |
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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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