Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208454.9688 | 1211739.6761 | -3284.7074 | 318185.3771 | 425850.3625 | -107664.9853 |
Total P&L (%) | 1208.455 | 1211.7397 | -3.2847 | 318.1854 | 425.8504 | -107.665 |
Avg Daily Profit (%) | 0.5802 | 0.5818 | -0.0016 | 0.0687 | 0.0797 | 0 |
Buy And Hold Return (%) | 215.4254 | 215.4254 | 215.4254 | 215.4254 | 215.4254 | 215.4254 |
Max Trade Drawdown | -127651 | -119762 | -76356 | -749410 | -807050 | -391041 |
Profit Factor | 2.9191 | 3.8725 | 0.9842 | 1.0967 | 1.1972 | 0.9049 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 35.7798 | 27.7778 | 43.6364 | 35.7798 | 27.7778 | 43.6364 |
Ratio Avg Win / Avg Loss | 5.2393 | 10.0685 | 1.2713 | 1.9684 | 3.1127 | 1.1688 |
Largest Winning Trade | 919263 | 919263 | 42069 | 925926 | 925926 | 232737 |
Largest Losing Trade | -35749 | -35749 | -30379 | -259397 | -200517 | -259397 |
Avg Bars in Trades | 224 | 325 | 125 | 224 | 325 | 125 |
Avg Bars in Winners | 414 | 767 | 193 | 414 | 767 | 193 |
Avg Bars in Losers | 119 | 155 | 73 | 119 | 155 | 73 |
Bars Traded | 24505 | 17586 | 6919 | 24505 | 17586 | 6919 |
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 | 384981 | -180553 | -761641 | -236889 | -293970 | -761641 |
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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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