Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600469.5166 | 1642104.0964 | -41634.5798 | 236580.6489 | 673855.1441 | -437274.4952 |
Total P&L (%) | 1600.4695 | 1642.1041 | -41.6346 | 236.5806 | 673.8551 | -437.2745 |
Avg Daily Profit (%) | 0.7097 | 0.7281 | -0.0185 | 0.0538 | 0.0908 | 0 |
Buy And Hold Return (%) | 144.0767 | 144.0767 | 144.0767 | 144.0767 | 144.0767 | 144.0767 |
Max Trade Drawdown | -184144 | -90129 | -162219 | -1180759 | -731234 | -623182 |
Profit Factor | 3.0298 | 5.3306 | 0.8983 | 1.0555 | 1.3203 | 0.7977 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 29.703 | 27.451 | 32 | 29.703 | 27.451 | 32 |
Ratio Avg Win / Avg Loss | 7.1704 | 14.0881 | 1.9089 | 2.4979 | 3.4892 | 1.6952 |
Largest Winning Trade | 1317106 | 1317106 | 59019 | 705346 | 705346 | 327536 |
Largest Losing Trade | -38817 | -19551 | -38817 | -277258 | -242973 | -277258 |
Avg Bars in Trades | 85 | 75 | 95 | 85 | 75 | 95 |
Avg Bars in Winners | 191 | 169 | 210 | 191 | 169 | 210 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 8591 | 3828 | 4763 | 8591 | 3828 | 4763 |
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 | 337078 | -178756 | -765055 | -297539 | -271007 | -765055 |
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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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