Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1881469.8632 | 1959098.9395 | -77629.0763 | 44123.9749 | 806880.5771 | -762756.6022 |
Total P&L (%) | 1881.4699 | 1959.0989 | -77.6291 | 44.124 | 806.8806 | -762.7566 |
Avg Daily Profit (%) | 0.9034 | 0.9407 | -0.0373 | 0.0176 | 0.1059 | 0 |
Buy And Hold Return (%) | 783.6436 | 783.6436 | 783.6436 | 783.6436 | 783.6436 | 783.6436 |
Max Trade Drawdown | -119504 | -104449 | -156283 | -1230723 | -728839 | -857777 |
Profit Factor | 3.1248 | 5.5712 | 0.8301 | 1.0123 | 1.4624 | 0.5831 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 36.2745 | 31.3725 | 41.1765 | 36.2745 | 31.3725 | 41.1765 |
Ratio Avg Win / Avg Loss | 5.4896 | 12.187 | 1.1859 | 1.7784 | 3.199 | 0.8331 |
Largest Winning Trade | 1820904 | 1820904 | 51026 | 1300201 | 1300201 | 173793 |
Largest Losing Trade | -57344 | -33934 | -57344 | -335972 | -335972 | -258857 |
Avg Bars in Trades | 239 | 237 | 241 | 239 | 237 | 241 |
Avg Bars in Winners | 423 | 467 | 390 | 423 | 467 | 390 |
Avg Bars in Losers | 134 | 131 | 136 | 134 | 131 | 136 |
Bars Traded | 24396 | 12094 | 12302 | 24396 | 12094 | 12302 |
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 | 357997 | -169630 | -762598 | -546087 | -393102 | -764264 |
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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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