Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2037093.7481 | 2006945.6267 | 30148.1214 | 1239.2814 | -386715.9426 | 387955.224 |
Total P&L (%) | 2037.0937 | 2006.9456 | 30.1481 | 1.2393 | -386.7159 | 387.9552 |
Avg Daily Profit (%) | 1.1347 | 1.1179 | 0.0168 | 0.0007 | 0 | 0.0883 |
Buy And Hold Return (%) | 319.095 | 319.095 | 319.095 | 319.095 | 319.095 | 319.095 |
Max Trade Drawdown | -196691 | -219210 | -48496 | -1693414 | -2072723 | -150762 |
Profit Factor | 4.4656 | 5.6519 | 1.1928 | 1.0004 | 0.8422 | 1.7988 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 38.3178 | 30.1887 | 46.2963 | 38.3178 | 30.1887 | 46.2963 |
Ratio Avg Win / Avg Loss | 7.1885 | 13.07 | 1.3836 | 1.6104 | 1.9476 | 2.0866 |
Largest Winning Trade | 2219097 | 2219097 | 22510 | 1658932 | 1658932 | 200396 |
Largest Losing Trade | -48297 | -48297 | -31786 | -526744 | -526744 | -119147 |
Avg Bars in Trades | 178 | 319 | 40 | 178 | 319 | 40 |
Avg Bars in Winners | 230 | 506 | 53 | 230 | 506 | 53 |
Avg Bars in Losers | 146 | 238 | 29 | 146 | 238 | 29 |
Bars Traded | 19104 | 16924 | 2180 | 19104 | 16924 | 2180 |
Profit Streak | 11.8816 | 0 | 61.2149 | 11.8816 | 0 | 61.2149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605364 | -166796 | -525585 | -580254 | -766037 | -351201 |
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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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