Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081823.936 | 1144709.8049 | -62885.8688 | 179853.488 | 991635.4819 | -811781.9938 |
Total P&L (%) | 1081.8239 | 1144.7098 | -62.8859 | 179.8535 | 991.6355 | -811.782 |
Avg Daily Profit (%) | 0.5955 | 0.6301 | -0.0346 | 0.0567 | 0.1317 | 0 |
Buy And Hold Return (%) | 652.0946 | 652.0946 | 652.0946 | 652.0946 | 652.0946 | 652.0946 |
Max Trade Drawdown | -147588 | -121926 | -104657 | -1374940 | -888213 | -836351 |
Profit Factor | 2.0182 | 3.1579 | 0.8818 | 1.028 | 1.2953 | 0.7356 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 49.4949 | 49.4949 | 49.4949 | 49.4949 | 49.4949 | 49.4949 |
Ratio Avg Win / Avg Loss | 2.0594 | 3.2223 | 0.8998 | 1.049 | 1.3217 | 0.7506 |
Largest Winning Trade | 633627 | 633627 | 76421 | 615673 | 615673 | 293611 |
Largest Losing Trade | -45464 | -45464 | -41351 | -364951 | -226434 | -364951 |
Avg Bars in Trades | 108 | 96 | 120 | 108 | 96 | 120 |
Avg Bars in Winners | 124 | 112 | 137 | 124 | 112 | 137 |
Avg Bars in Losers | 92 | 81 | 104 | 92 | 81 | 104 |
Bars Traded | 21509 | 9567 | 11942 | 21509 | 9567 | 11942 |
Profit Streak | 0 | 67.1627 | 0 | 0 | 67.1627 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249543 | 368335 | -581264 | -471943 | -25861 | -581264 |
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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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