Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135862.9384 | 1201466.0395 | -65603.1011 | -6693.0135 | 915433.4178 | -922126.4313 |
Total P&L (%) | 1135.8629 | 1201.466 | -65.6031 | -6.693 | 915.4334 | -922.1264 |
Avg Daily Profit (%) | 0.6132 | 0.6487 | -0.0354 | -0.0037 | 0.1252 | 0 |
Buy And Hold Return (%) | 114.9657 | 114.9657 | 114.9657 | 114.9657 | 114.9657 | 114.9657 |
Max Trade Drawdown | -227919 | -177389 | -99475 | -2450519 | -1514868 | -1004837 |
Profit Factor | 2.4888 | 3.3325 | 0.7353 | 0.9984 | 1.3454 | 0.401 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 43.1193 | 38.8889 | 47.2727 | 43.1193 | 38.8889 | 47.2727 |
Ratio Avg Win / Avg Loss | 3.2832 | 5.2367 | 0.8201 | 1.317 | 2.1141 | 0.4473 |
Largest Winning Trade | 994905 | 994905 | 20704 | 2267989 | 2267989 | 143993 |
Largest Losing Trade | -72101 | -72101 | -19384 | -453764 | -453764 | -452589 |
Avg Bars in Trades | 63 | 116 | 12 | 63 | 116 | 12 |
Avg Bars in Winners | 77 | 160 | 11 | 77 | 160 | 11 |
Avg Bars in Losers | 53 | 88 | 13 | 53 | 88 | 13 |
Bars Traded | 6966 | 6283 | 683 | 6966 | 6283 | 683 |
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 | 501379 | -166132 | -761616 | -581497 | -208336 | -761616 |
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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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