Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672806.6352 | 1721559.2692 | -48752.634 | 218442.7816 | 502341.532 | -283898.7503 |
Total P&L (%) | 1672.8066 | 1721.5593 | -48.7526 | 218.4428 | 502.3415 | -283.8988 |
Avg Daily Profit (%) | 0.8031 | 0.8265 | -0.0234 | 0.0556 | 0.0862 | 0 |
Buy And Hold Return (%) | 776.789 | 776.789 | 776.789 | 776.789 | 776.789 | 776.789 |
Max Trade Drawdown | -173847 | -66437 | -203630 | -720762 | -415255 | -500297 |
Profit Factor | 3.0354 | 5.8008 | 0.8948 | 1.0895 | 1.4656 | 0.7913 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 40.566 | 33.9623 | 47.1698 | 40.566 | 33.9623 | 47.1698 |
Ratio Avg Win / Avg Loss | 4.4472 | 11.2794 | 1.0021 | 1.5963 | 2.8498 | 0.8863 |
Largest Winning Trade | 1489373 | 1489373 | 64796 | 393777 | 393777 | 196354 |
Largest Losing Trade | -47144 | -31735 | -47144 | -274069 | -213156 | -274069 |
Avg Bars in Trades | 230 | 215 | 244 | 230 | 215 | 244 |
Avg Bars in Winners | 398 | 397 | 398 | 398 | 397 | 398 |
Avg Bars in Losers | 115 | 122 | 106 | 115 | 122 | 106 |
Bars Traded | 24381 | 11429 | 12952 | 24381 | 11429 | 12952 |
Profit Streak | 0 | 0 | 21.9501 | 0 | 0 | 21.9501 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349725 | -170446 | -759718 | -408722 | -427535 | -761384 |
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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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