Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1484990.7442 | 1669501.3795 | -184510.6352 | -94528.8143 | 11388162.9988 | -11482691.8131 |
Total P&L (%) | 1484.9907 | 1669.5014 | -184.5106 | -94.5288 | 11388.163 | -11482.6918 |
Avg Daily Profit (%) | 0.7128 | 0.8014 | -0.0886 | -0.1394 | 0.228 | 0 |
Buy And Hold Return (%) | 42.716 | 42.716 | 42.716 | 42.716 | 42.716 | 42.716 |
Max Trade Drawdown | -516871 | -250022 | -330103 | -16012037 | -5967830 | -14021395 |
Profit Factor | 2.2929 | 4.0172 | 0.69 | 0.9969 | 1.9456 | 0.3861 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 41.7476 | 39.2157 | 44.2308 | 41.7476 | 39.2157 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.1994 | 6.2267 | 0.87 | 1.3911 | 3.0156 | 0.4868 |
Largest Winning Trade | 1158744 | 1158744 | 59830 | 11517369 | 11517369 | 3160747 |
Largest Losing Trade | -67087 | -67087 | -63253 | -7173025 | -3290162 | -7173025 |
Avg Bars in Trades | 238 | 273 | 203 | 238 | 273 | 203 |
Avg Bars in Winners | 364 | 450 | 290 | 364 | 450 | 290 |
Avg Bars in Losers | 148 | 159 | 135 | 148 | 159 | 135 |
Bars Traded | 24569 | 13967 | 10602 | 24569 | 13967 | 10602 |
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 | 498634 | -164007 | -763076 | -582046 | -172277 | -763076 |
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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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