Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1952235.37 | 2019687.6676 | -67452.2976 | -3273296.1316 | -2245495.0238 | -1027801.1078 |
Total P&L (%) | 1952.2354 | 2019.6877 | -67.4523 | -3273.2961 | -2245.495 | -1027.8011 |
Avg Daily Profit (%) | 0.8658 | 0.8957 | -0.0299 | 0 | 0 | 0 |
Buy And Hold Return (%) | 203.2468 | 203.2468 | 203.2468 | 203.2468 | 203.2468 | 203.2468 |
Max Trade Drawdown | -227671 | -97266 | -248053 | -8088647 | -6599630 | -3759362 |
Profit Factor | 3.2138 | 6.2164 | 0.8636 | 0.8889 | 0.8718 | 0.9139 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 45 | 21 | 24 | 62 | 35 | 27 |
Losing Trades | 62 | 33 | 29 | 45 | 19 | 26 |
Profitability (%) | 42.0561 | 38.8889 | 45.283 | 57.9439 | 64.8148 | 50.9434 |
Ratio Avg Win / Avg Loss | 4.4278 | 9.7686 | 1.0436 | 0.6452 | 0.4733 | 0.8801 |
Largest Winning Trade | 1814362 | 1814362 | 49080 | 2683718 | 2021806 | 2683718 |
Largest Losing Trade | -196193 | -30468 | -196193 | -6155444 | -6155444 | -2132584 |
Avg Bars in Trades | 121 | 118 | 125 | 121 | 118 | 125 |
Avg Bars in Winners | 185 | 182 | 188 | 92 | 90 | 94 |
Avg Bars in Losers | 75 | 77 | 73 | 162 | 169 | 158 |
Bars Traded | 13041 | 6383 | 6658 | 13041 | 6383 | 6658 |
Profit Streak | 0 | 0 | 0 | 56.1983 | 56.1983 | 80.0316 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596191 | -162599 | -761001 | -578001 | -757931 | -759748 |
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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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