Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279311.4386 | 1292700.2786 | -13388.84 | 636541.4835 | 2988907.7425 | -2352366.259 |
Total P&L (%) | 1279.3114 | 1292.7003 | -13.3888 | 636.5415 | 2988.9077 | -2352.3663 |
Avg Daily Profit (%) | 0.7013 | 0.7086 | -0.0073 | 0.1095 | 0.1882 | 0 |
Buy And Hold Return (%) | 824.45 | 824.45 | 824.45 | 824.45 | 824.45 | 824.45 |
Max Trade Drawdown | -187960 | -128916 | -88824 | -4913696 | -2703184 | -2760440 |
Profit Factor | 2.7972 | 5.2362 | 0.9671 | 1.0549 | 1.6575 | 0.666 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 50 | 45.2381 | 54.7619 | 50 | 45.2381 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.7972 | 6.3386 | 0.7989 | 1.0549 | 2.0064 | 0.5502 |
Largest Winning Trade | 638830 | 638830 | 77288 | 3426120 | 3426120 | 1262255 |
Largest Losing Trade | -54296 | -33424 | -54296 | -1633803 | -1523157 | -1633803 |
Avg Bars in Trades | 61 | 73 | 50 | 61 | 73 | 50 |
Avg Bars in Winners | 66 | 85 | 51 | 66 | 85 | 51 |
Avg Bars in Losers | 57 | 63 | 49 | 57 | 63 | 49 |
Bars Traded | 5199 | 3082 | 2117 | 5199 | 3082 | 2117 |
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 | 288276 | 315904 | -580117 | -372030 | 241645 | -580117 |
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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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