Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1494282.2483 | 1545746.3324 | -51464.0841 | 63540.8528 | 363446.4055 | -299905.5527 |
Total P&L (%) | 1494.2822 | 1545.7463 | -51.4641 | 63.5409 | 363.4464 | -299.9056 |
Avg Daily Profit (%) | 0.6592 | 0.6819 | -0.0227 | 0.0217 | 0.0677 | 0 |
Buy And Hold Return (%) | 367.5757 | 367.5757 | 367.5757 | 367.5757 | 367.5757 | 367.5757 |
Max Trade Drawdown | -187715 | -118758 | -98086 | -2106558 | -1147140 | -1058183 |
Profit Factor | 2.8247 | 4.57 | 0.8667 | 1.0138 | 1.1612 | 0.8723 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 50 | 49.2754 | 50.7246 | 50 | 49.2754 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.8247 | 4.7044 | 0.8419 | 1.0138 | 1.1954 | 0.8474 |
Largest Winning Trade | 1382003 | 1382003 | 54538 | 1366589 | 1366589 | 799250 |
Largest Losing Trade | -47196 | -47196 | -44494 | -478919 | -450522 | -478919 |
Avg Bars in Trades | 47 | 64 | 30 | 47 | 64 | 30 |
Avg Bars in Winners | 54 | 75 | 34 | 54 | 75 | 34 |
Avg Bars in Losers | 40 | 54 | 26 | 40 | 54 | 26 |
Bars Traded | 6584 | 4473 | 2111 | 6584 | 4473 | 2111 |
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 | 560011 | -84643 | -682364 | -534623 | -413747 | -682364 |
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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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