Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769090.5163 | 740921.9884 | 28168.5279 | 707933.4727 | 1490731.1816 | -782797.7089 |
Total P&L (%) | 769.0905 | 740.922 | 28.1685 | 707.9335 | 1490.7312 | -782.7977 |
Avg Daily Profit (%) | 0.4244 | 0.4089 | 0.0155 | 0.1154 | 0.1528 | 0 |
Buy And Hold Return (%) | 268.2155 | 268.2155 | 268.2155 | 268.2155 | 268.2155 | 268.2155 |
Max Trade Drawdown | -124512 | -85152 | -57674 | -3052743 | -1880240 | -1696151 |
Profit Factor | 2.1754 | 3.2607 | 1.0863 | 1.0914 | 1.3944 | 0.8025 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 43.5185 | 37.037 | 50 | 43.5185 | 37.037 | 50 |
Ratio Avg Win / Avg Loss | 2.8234 | 5.5431 | 1.0863 | 1.4166 | 2.3706 | 0.8025 |
Largest Winning Trade | 381709 | 381709 | 74682 | 1914992 | 1914992 | 798327 |
Largest Losing Trade | -37031 | -27507 | -37031 | -717015 | -716944 | -717015 |
Avg Bars in Trades | 98 | 86 | 109 | 98 | 86 | 109 |
Avg Bars in Winners | 156 | 164 | 150 | 156 | 164 | 150 |
Avg Bars in Losers | 53 | 41 | 67 | 53 | 41 | 67 |
Bars Traded | 10594 | 4692 | 5902 | 10594 | 4692 | 5902 |
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 | 310769 | -172362 | -643551 | -164167 | -176651 | -760833 |
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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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