Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1790305.358 | 1842198.4779 | -51893.1199 | 251610.663 | 908165.9074 | -656555.2444 |
Total P&L (%) | 1790.3054 | 1842.1985 | -51.8931 | 251.6107 | 908.1659 | -656.5552 |
Avg Daily Profit (%) | 0.9861 | 1.0147 | -0.0286 | 0.0693 | 0.1274 | 0 |
Buy And Hold Return (%) | 617.2359 | 617.2359 | 617.2359 | 617.2359 | 617.2359 | 617.2359 |
Max Trade Drawdown | -205917 | -135567 | -134135 | -1032265 | -763291 | -667877 |
Profit Factor | 3.2326 | 5.7132 | 0.8738 | 1.0631 | 1.4572 | 0.6723 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 34.9515 | 29.4118 | 40.3846 | 34.9515 | 29.4118 | 40.3846 |
Ratio Avg Win / Avg Loss | 6.0162 | 13.7117 | 1.2898 | 1.9785 | 3.4972 | 0.9924 |
Largest Winning Trade | 1360806 | 1360806 | 76014 | 1046890 | 1046890 | 252724 |
Largest Losing Trade | -54349 | -54349 | -33893 | -596777 | -596777 | -236766 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 7143 | 3186 | 3956 | 7143 | 3186 | 3956 |
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 | 386234 | -172157 | -762905 | -421834 | -230264 | -764572 |
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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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