Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2434283.8286 | 2325553.2007 | 108730.6279 | 194833.6896 | 765146.3326 | -570312.643 |
Total P&L (%) | 2434.2838 | 2325.5532 | 108.7306 | 194.8337 | 765.1463 | -570.3126 |
Avg Daily Profit (%) | 1.0771 | 1.029 | 0.0481 | 0.0479 | 0.0955 | 0 |
Buy And Hold Return (%) | 192.3077 | 192.3077 | 192.3077 | 192.3077 | 192.3077 | 192.3077 |
Max Trade Drawdown | -143208 | -111717 | -111983 | -1612464 | -1137428 | -957988 |
Profit Factor | 4.2468 | 7.9812 | 1.261 | 1.0286 | 1.2362 | 0.8405 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 46.0784 | 37.2549 | 54.902 | 46.0784 | 37.2549 | 54.902 |
Ratio Avg Win / Avg Loss | 4.9697 | 13.442 | 1.0358 | 1.2037 | 2.0821 | 0.6904 |
Largest Winning Trade | 1917240 | 1917240 | 58515 | 886152 | 886152 | 610767 |
Largest Losing Trade | -97864 | -29402 | -97864 | -957988 | -453214 | -957988 |
Avg Bars in Trades | 43 | 41 | 46 | 43 | 41 | 46 |
Avg Bars in Winners | 61 | 65 | 59 | 61 | 65 | 59 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 4466 | 2120 | 2346 | 4466 | 2120 | 2346 |
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 | 698239 | -163118 | -474010 | -481021 | -251477 | -760197 |
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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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