Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1951845.3393 | 2006622.0583 | -54776.719 | 40726.8184 | 370829.0713 | -330102.2529 |
Total P&L (%) | 1951.8453 | 2006.6221 | -54.7767 | 40.7268 | 370.8291 | -330.1023 |
Avg Daily Profit (%) | 1.0571 | 1.0867 | -0.0297 | 0.0185 | 0.0839 | 0 |
Buy And Hold Return (%) | 210.2199 | 210.2199 | 210.2199 | 210.2199 | 210.2199 | 210.2199 |
Max Trade Drawdown | -194272 | -136970 | -103976 | -1042390 | -704832 | -419443 |
Profit Factor | 3.1963 | 5.03 | 0.8598 | 1.0169 | 1.2601 | 0.6666 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 35.2941 | 33.3333 | 37.2549 | 35.2941 | 33.3333 | 37.2549 |
Ratio Avg Win / Avg Loss | 5.8598 | 10.0599 | 1.4481 | 1.8642 | 2.5202 | 1.1227 |
Largest Winning Trade | 1881093 | 1881093 | 73196 | 1028940 | 1028940 | 125199 |
Largest Losing Trade | -41181 | -41181 | -37380 | -369187 | -369187 | -168402 |
Avg Bars in Trades | 105 | 141 | 70 | 105 | 141 | 70 |
Avg Bars in Winners | 193 | 278 | 116 | 193 | 278 | 116 |
Avg Bars in Losers | 58 | 72 | 42 | 58 | 72 | 42 |
Bars Traded | 10781 | 7210 | 3571 | 10781 | 7210 | 3571 |
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 | 505815 | -165305 | -764123 | -540231 | -274932 | -764123 |
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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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