Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314988.3752 | 1319973.8094 | -4985.4342 | 210389.1044 | -117866.5531 | 328255.6575 |
Total P&L (%) | 1314.9884 | 1319.9738 | -4.9854 | 210.3891 | -117.8666 | 328.2557 |
Avg Daily Profit (%) | 0.7344 | 0.7372 | -0.0028 | 0.0633 | 0 | 0.0813 |
Buy And Hold Return (%) | 378.8927 | 378.8927 | 378.8927 | 378.8927 | 378.8927 | 378.8927 |
Max Trade Drawdown | -136422 | -97816 | -215583 | -394699 | -418157 | -233627 |
Profit Factor | 2.7498 | 5.2341 | 0.9887 | 1.0973 | 0.8951 | 1.3163 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 44.2308 | 36.5385 | 51.9231 | 44.2308 | 36.5385 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.4672 | 9.0908 | 0.9154 | 1.3836 | 1.5547 | 1.2188 |
Largest Winning Trade | 1123733 | 1123733 | 68869 | 185100 | 158319 | 185100 |
Largest Losing Trade | -81462 | -26020 | -81462 | -213355 | -110201 | -213355 |
Avg Bars in Trades | 202 | 158 | 247 | 202 | 158 | 247 |
Avg Bars in Winners | 318 | 265 | 356 | 318 | 265 | 356 |
Avg Bars in Losers | 110 | 96 | 129 | 110 | 96 | 129 |
Bars Traded | 21084 | 8229 | 12855 | 21084 | 8229 | 12855 |
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 | 474941 | -167375 | -760584 | -389653 | -763290 | -429851 |
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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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