Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221071.4803 | 1294839.863 | -73768.3828 | 85684.7824 | 85398.7322 | 286.0502 |
Total P&L (%) | 1221.0715 | 1294.8399 | -73.7684 | 85.6848 | 85.3987 | 0.2861 |
Avg Daily Profit (%) | 0.5173 | 0.5486 | -0.0313 | 0.0262 | 0.0262 | 0.0001 |
Buy And Hold Return (%) | 442.3601 | 442.3601 | 442.3601 | 442.3601 | 442.3601 | 442.3601 |
Max Trade Drawdown | -159794 | -137945 | -142821 | -578128 | -549503 | -236497 |
Profit Factor | 2.722 | 4.9606 | 0.807 | 1.0431 | 1.0814 | 1.0003 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 40.3846 | 30.7692 | 50 | 40.3846 | 30.7692 | 50 |
Ratio Avg Win / Avg Loss | 4.0182 | 11.1614 | 0.807 | 1.5399 | 2.4331 | 1.0003 |
Largest Winning Trade | 1182284 | 1182284 | 59020 | 545378 | 545378 | 200219 |
Largest Losing Trade | -45915 | -30725 | -45915 | -140884 | -140884 | -130644 |
Avg Bars in Trades | 65 | 54 | 76 | 65 | 54 | 76 |
Avg Bars in Winners | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Losers | 39 | 33 | 47 | 39 | 33 | 47 |
Bars Traded | 6810 | 2837 | 3973 | 6810 | 2837 | 3973 |
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 | 329645 | -172204 | -760833 | -499039 | -641417 | -758669 |
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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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