Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1863246.4361 | 1864346.3894 | -1099.9533 | 266737.9164 | 840485.1945 | -573747.278 |
Total P&L (%) | 1863.2464 | 1864.3464 | -1.1 | 266.7379 | 840.4852 | -573.7473 |
Avg Daily Profit (%) | 0.8376 | 0.8381 | -0.0005 | 0.0584 | 0.1008 | 0 |
Buy And Hold Return (%) | 280.9871 | 280.9871 | 280.9871 | 280.9871 | 280.9871 | 280.9871 |
Max Trade Drawdown | -134815 | -69418 | -88673 | -2163297 | -728369 | -1871433 |
Profit Factor | 3.2964 | 5.774 | 0.9974 | 1.0455 | 1.315 | 0.8206 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 50 | 42.5926 | 57.4074 | 50 | 42.5926 | 57.4074 |
Ratio Avg Win / Avg Loss | 3.2964 | 7.7823 | 0.74 | 1.0455 | 1.7724 | 0.6089 |
Largest Winning Trade | 1684227 | 1684227 | 47475 | 819214 | 819214 | 569387 |
Largest Losing Trade | -63221 | -39147 | -63221 | -1536925 | -728369 | -1536925 |
Avg Bars in Trades | 78 | 65 | 90 | 78 | 65 | 90 |
Avg Bars in Winners | 99 | 88 | 107 | 99 | 88 | 107 |
Avg Bars in Losers | 57 | 48 | 69 | 57 | 48 | 69 |
Bars Traded | 8472 | 3559 | 4913 | 8472 | 3559 | 4913 |
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 | 703503 | -161617 | -759873 | -450901 | -242753 | -759873 |
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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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