Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414397.6299 | 1474844.4075 | -60446.7776 | 11833.9168 | 613469.4704 | -601635.5536 |
Total P&L (%) | 1414.3976 | 1474.8444 | -60.4468 | 11.8339 | 613.4695 | -601.6356 |
Avg Daily Profit (%) | 0.626 | 0.6528 | -0.0268 | 0.005 | 0.087 | 0 |
Buy And Hold Return (%) | 313.1718 | 313.1718 | 313.1718 | 313.1718 | 313.1718 | 313.1718 |
Max Trade Drawdown | -164370 | -114960 | -119410 | -2021625 | -877046 | -1389897 |
Profit Factor | 2.598 | 4.9237 | 0.8813 | 1.0029 | 1.4204 | 0.7674 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 103 | 60 | 43 | 103 | 60 | 43 |
Profitability (%) | 49.7561 | 41.7476 | 57.8431 | 49.7561 | 41.7476 | 57.8431 |
Ratio Avg Win / Avg Loss | 2.6235 | 6.8703 | 0.6423 | 1.0128 | 1.982 | 0.5593 |
Largest Winning Trade | 1265504 | 1265504 | 35986 | 1378469 | 1378469 | 359839 |
Largest Losing Trade | -72353 | -44973 | -72353 | -874595 | -232201 | -874595 |
Avg Bars in Trades | 31 | 33 | 28 | 31 | 33 | 28 |
Avg Bars in Winners | 35 | 44 | 28 | 35 | 44 | 28 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 6428 | 3472 | 2956 | 6428 | 3472 | 2956 |
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 | 570541 | 524375 | -579765 | -568315 | -85098 | -579765 |
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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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