Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196314.7792 | 1294145.2125 | -97830.4332 | -59919.1476 | 101436.8797 | -161356.0273 |
Total P&L (%) | 1196.3148 | 1294.1452 | -97.8304 | -59.9191 | 101.4369 | -161.356 |
Avg Daily Profit (%) | 0.6439 | 0.6965 | -0.0527 | -0.0492 | 0.0377 | 0 |
Buy And Hold Return (%) | 114.1447 | 114.1447 | 114.1447 | 114.1447 | 114.1447 | 114.1447 |
Max Trade Drawdown | -137184 | -89395 | -122086 | -316331 | -181144 | -216031 |
Profit Factor | 2.5989 | 5.0278 | 0.7708 | 0.928 | 1.2838 | 0.6605 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 46.3158 | 43.75 | 48.9362 | 46.3158 | 43.75 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.0124 | 6.4643 | 0.8043 | 1.0757 | 1.6506 | 0.6892 |
Largest Winning Trade | 1235273 | 1235273 | 77211 | 242094 | 242094 | 88136 |
Largest Losing Trade | -72417 | -33325 | -72417 | -135211 | -62312 | -135211 |
Avg Bars in Trades | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Winners | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 5270 | 2719 | 2551 | 5270 | 2719 | 2551 |
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 | 561890 | 639181 | -581110 | -580290 | -309565 | -581110 |
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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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