Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599068.4351 | 559485.7167 | 39582.7184 | 684062.4745 | 2560184.2745 | -1876121.8 |
Total P&L (%) | 599.0684 | 559.4857 | 39.5827 | 684.0625 | 2560.1843 | -1876.1218 |
Avg Daily Profit (%) | 0.33 | 0.3082 | 0.0218 | 0.1135 | 0.1809 | 0 |
Buy And Hold Return (%) | 189.0888 | 189.0888 | 189.0888 | 189.0888 | 189.0888 | 189.0888 |
Max Trade Drawdown | -146439 | -101441 | -109060 | -4497345 | -3146158 | -3989910 |
Profit Factor | 2.0231 | 2.9695 | 1.1313 | 1.047 | 1.3902 | 0.7654 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 48.1132 | 45.283 | 50.9434 | 48.1132 | 45.283 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.1818 | 3.5881 | 1.0894 | 1.1291 | 1.6798 | 0.7371 |
Largest Winning Trade | 251382 | 251382 | 59385 | 2582211 | 2582211 | 853476 |
Largest Losing Trade | -34381 | -34237 | -34381 | -1524476 | -870821 | -1524476 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 3504 | 1671 | 1833 | 3504 | 1671 | 1833 |
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 | 344882 | -170403 | -585534 | -212924 | -172269 | -760711 |
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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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