Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345908.8362 | 1352963.0779 | -7054.2416 | 578928.8912 | 1094999.8587 | -516070.9674 |
Total P&L (%) | 1345.9088 | 1352.9631 | -7.0542 | 578.9289 | 1094.9999 | -516.071 |
Avg Daily Profit (%) | 0.5968 | 0.5999 | -0.0031 | 0.085 | 0.1101 | 0 |
Buy And Hold Return (%) | 372.9912 | 372.9912 | 372.9912 | 372.9912 | 372.9912 | 372.9912 |
Max Trade Drawdown | -100706 | -66672 | -88175 | -2486742 | -1537756 | -2014709 |
Profit Factor | 2.4216 | 4.088 | 0.9861 | 1.048 | 1.2071 | 0.9238 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 46.8293 | 42.7184 | 50.9804 | 46.8293 | 42.7184 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.7495 | 5.4816 | 0.9482 | 1.1899 | 1.6186 | 0.8883 |
Largest Winning Trade | 907724 | 907724 | 57367 | 1545076 | 1545076 | 936873 |
Largest Losing Trade | -44632 | -44632 | -34747 | -1007013 | -570475 | -1007013 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 62 | 57 | 66 | 62 | 57 | 66 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 8659 | 3823 | 4835 | 8659 | 3823 | 4835 |
Profit Streak | 0 | 0 | 12.1918 | 0 | 0 | 12.1918 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479256 | 465013 | -580312 | -256880 | -51296 | -580312 |
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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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