Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556928.8789 | 1483828.7109 | 73100.168 | 1618158.0028 | 1868396.9574 | -250238.9546 |
Total P&L (%) | 1556.9289 | 1483.8287 | 73.1002 | 1618.158 | 1868.397 | -250.239 |
Avg Daily Profit (%) | 0.8657 | 0.825 | 0.0406 | 0.1582 | 0.1658 | 0 |
Buy And Hold Return (%) | 270.7921 | 270.7921 | 270.7921 | 270.7921 | 270.7921 | 270.7921 |
Max Trade Drawdown | -92103 | -86949 | -126154 | -3578938 | -3412856 | -3323066 |
Profit Factor | 3.3432 | 6.431 | 1.1868 | 1.099 | 1.2548 | 0.9722 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 45.1923 | 42.3077 | 48.0769 | 45.1923 | 42.3077 | 48.0769 |
Ratio Avg Win / Avg Loss | 4.0545 | 8.7695 | 1.2818 | 1.3329 | 1.711 | 1.05 |
Largest Winning Trade | 1093187 | 1093187 | 71934 | 3860913 | 3860913 | 1383330 |
Largest Losing Trade | -66425 | -22301 | -66425 | -2799235 | -761095 | -2799235 |
Avg Bars in Trades | 66 | 52 | 80 | 66 | 52 | 80 |
Avg Bars in Winners | 98 | 77 | 117 | 98 | 77 | 117 |
Avg Bars in Losers | 39 | 33 | 47 | 39 | 33 | 47 |
Bars Traded | 6917 | 2708 | 4209 | 6917 | 2708 | 4209 |
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 | 618792 | -162344 | -500193 | -106184 | -174449 | -759914 |
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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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