Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693196.766 | 671191.8208 | 22004.9453 | 623902.7475 | 4056508.8472 | -3432606.0997 |
Total P&L (%) | 693.1968 | 671.1918 | 22.0049 | 623.9027 | 4056.5088 | -3432.6061 |
Avg Daily Profit (%) | 0.3833 | 0.3712 | 0.0122 | 0.1095 | 0.2063 | 0 |
Buy And Hold Return (%) | 165.5837 | 165.5837 | 165.5837 | 165.5837 | 165.5837 | 165.5837 |
Max Trade Drawdown | -164962 | -96159 | -121326 | -5487111 | -2590874 | -4850002 |
Profit Factor | 2.1327 | 3.4603 | 1.0649 | 1.0405 | 1.6592 | 0.6284 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44.5545 | 42 | 47.0588 | 44.5545 | 42 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.6541 | 4.7786 | 1.198 | 1.2949 | 2.2913 | 0.707 |
Largest Winning Trade | 279704 | 279704 | 68798 | 3838689 | 3838689 | 739656 |
Largest Losing Trade | -40527 | -25722 | -40527 | -1432320 | -925431 | -1432320 |
Avg Bars in Trades | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Winners | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Losers | 33 | 35 | 32 | 33 | 35 | 32 |
Bars Traded | 5218 | 2609 | 2609 | 5218 | 2609 | 2609 |
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 | 351203 | -169222 | -672718 | -226571 | -171932 | -761977 |
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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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