Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1991417.177 | 2037969.4645 | -46552.2875 | -1111967.3736 | -555130.466 | -556836.9077 |
Total P&L (%) | 1991.4172 | 2037.9695 | -46.5523 | -1111.9674 | -555.1305 | -556.8369 |
Avg Daily Profit (%) | 0.9559 | 0.9782 | -0.0223 | 0 | 0 | 0 |
Buy And Hold Return (%) | 782.2086 | 782.2086 | 782.2086 | 782.2086 | 782.2086 | 782.2086 |
Max Trade Drawdown | -157361 | -106047 | -182305 | -5179444 | -3203255 | -2779807 |
Profit Factor | 3.3144 | 6.0927 | 0.8989 | 0.9371 | 0.947 | 0.9226 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 24 | 27 | 62 | 34 | 28 |
Losing Trades | 65 | 34 | 31 | 54 | 24 | 30 |
Profitability (%) | 43.9655 | 41.3793 | 46.5517 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.2242 | 8.6313 | 1.032 | 0.8162 | 0.6685 | 0.9885 |
Largest Winning Trade | 1832121 | 1832121 | 54035 | 1271945 | 1169433 | 1271945 |
Largest Losing Trade | -142977 | -31168 | -142977 | -2333123 | -2333123 | -1130890 |
Avg Bars in Trades | 210 | 211 | 208 | 210 | 211 | 208 |
Avg Bars in Winners | 298 | 319 | 280 | 156 | 162 | 148 |
Avg Bars in Losers | 141 | 135 | 146 | 272 | 281 | 265 |
Bars Traded | 24402 | 12284 | 12118 | 24402 | 12284 | 12118 |
Profit Streak | 0 | 0 | 47.8749 | 16.5415 | 41.0415 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507043 | -165020 | -759946 | -579449 | -759166 | -761503 |
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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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