Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2065066.9726 | 2049066.7767 | 16000.1959 | 733337.8745 | 551761.9524 | 181575.9221 |
Total P&L (%) | 2065.067 | 2049.0668 | 16.0002 | 733.3379 | 551.762 | 181.5759 |
Avg Daily Profit (%) | 1.1269 | 1.1182 | 0.0087 | 0.1158 | 0.1023 | 0.0565 |
Buy And Hold Return (%) | 638.8716 | 638.8716 | 638.8716 | 638.8716 | 638.8716 | 638.8716 |
Max Trade Drawdown | -169799 | -162528 | -25064 | -4052138 | -3710005 | -473791 |
Profit Factor | 4.2049 | 4.7752 | 1.1575 | 1.0766 | 1.0673 | 1.1319 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 59 | 36 | 23 | 59 | 36 | 23 |
Profitability (%) | 43.8095 | 30.7692 | 56.6038 | 43.8095 | 30.7692 | 56.6038 |
Ratio Avg Win / Avg Loss | 5.3933 | 10.7441 | 0.8874 | 1.3809 | 2.4015 | 0.8678 |
Largest Winning Trade | 1275975 | 1275975 | 19508 | 3120581 | 3120581 | 227337 |
Largest Losing Trade | -53917 | -53917 | -14214 | -1467333 | -1467333 | -342628 |
Avg Bars in Trades | 97 | 187 | 9 | 97 | 187 | 9 |
Avg Bars in Winners | 122 | 333 | 10 | 122 | 333 | 10 |
Avg Bars in Losers | 78 | 123 | 7 | 78 | 123 | 7 |
Bars Traded | 10250 | 9771 | 479 | 10250 | 9771 | 479 |
Profit Streak | 0 | 101.2949 | 0 | 0 | 101.2949 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562643 | -169105 | -574774 | -296167 | -554298 | -539248 |
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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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