Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840455.014 | 842754.6012 | -2299.5872 | 149370.6744 | 3314054.5874 | -3164683.913 |
Total P&L (%) | 840.455 | 842.7546 | -2.2996 | 149.3707 | 3314.0546 | -3164.6839 |
Avg Daily Profit (%) | 0.3791 | 0.3801 | -0.001 | 0.0412 | 0.1594 | 0 |
Buy And Hold Return (%) | 152.0476 | 152.0476 | 152.0476 | 152.0476 | 152.0476 | 152.0476 |
Max Trade Drawdown | -199129 | -119746 | -180411 | -5555434 | -2953498 | -3534658 |
Profit Factor | 1.9347 | 2.8547 | 0.9948 | 1.0157 | 1.7401 | 0.372 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 42.4528 | 41.5094 | 43.3962 | 42.4528 | 41.5094 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.6226 | 4.0225 | 1.2976 | 1.3768 | 2.4519 | 0.4852 |
Largest Winning Trade | 580455 | 580455 | 44737 | 4838837 | 4838837 | 541904 |
Largest Losing Trade | -70140 | -44212 | -70140 | -1850897 | -1359272 | -1850897 |
Avg Bars in Trades | 80 | 94 | 67 | 80 | 94 | 67 |
Avg Bars in Winners | 101 | 113 | 90 | 101 | 113 | 90 |
Avg Bars in Losers | 65 | 80 | 49 | 65 | 80 | 49 |
Bars Traded | 8569 | 4991 | 3578 | 8569 | 4991 | 3578 |
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 | 345887 | -169301 | -761734 | -509533 | -172368 | -763401 |
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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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