Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2518026.9003 | 2518550.0688 | -523.1685 | 182548.7086 | 4371573.9452 | -4189025.2365 |
Total P&L (%) | 2518.0269 | 2518.5501 | -0.5232 | 182.5487 | 4371.5739 | -4189.0252 |
Avg Daily Profit (%) | 1.1378 | 1.1381 | -0.0002 | 0.0469 | 0.1719 | 0 |
Buy And Hold Return (%) | 269.0387 | 269.0387 | 269.0387 | 269.0387 | 269.0387 | 269.0387 |
Max Trade Drawdown | -203651 | -134355 | -109272 | -9061413 | -5291757 | -4301768 |
Profit Factor | 4.1403 | 7.3981 | 0.9987 | 1.0098 | 1.4393 | 0.5172 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Profitability (%) | 48.5981 | 54.717 | 42.5926 | 48.5981 | 54.717 | 42.5926 |
Ratio Avg Win / Avg Loss | 4.3792 | 6.1226 | 1.3461 | 1.0681 | 1.1912 | 0.6971 |
Largest Winning Trade | 2426323 | 2426323 | 45516 | 8953004 | 8953004 | 844296 |
Largest Losing Trade | -72072 | -54352 | -72072 | -2734479 | -2734479 | -2391656 |
Avg Bars in Trades | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Winners | 77 | 72 | 84 | 77 | 72 | 84 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 6347 | 3186 | 3161 | 6347 | 3186 | 3161 |
Profit Streak | 0 | 114.317 | 0 | 0 | 114.317 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 733071 | -156498 | -762047 | -505997 | -169753 | -763714 |
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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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