Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710043.4975 | 1794367.6389 | -84324.1414 | 20063.6872 | 476817.3377 | -456753.6505 |
Total P&L (%) | 1710.0435 | 1794.3676 | -84.3241 | 20.0637 | 476.8173 | -456.7537 |
Avg Daily Profit (%) | 0.7193 | 0.7547 | -0.0355 | 0.0077 | 0.0737 | 0 |
Buy And Hold Return (%) | 323.6527 | 323.6527 | 323.6527 | 323.6527 | 323.6527 | 323.6527 |
Max Trade Drawdown | -241869 | -201985 | -179277 | -1395638 | -998626 | -548663 |
Profit Factor | 3.0068 | 4.6625 | 0.7672 | 1.0074 | 1.3016 | 0.6014 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 45.7944 | 45.283 | 46.2963 | 45.7944 | 45.283 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.5591 | 5.6339 | 0.8899 | 1.1924 | 1.5728 | 0.6976 |
Largest Winning Trade | 1617704 | 1617704 | 48272 | 1377122 | 1377122 | 259053 |
Largest Losing Trade | -47131 | -47131 | -44153 | -394097 | -394097 | -262604 |
Avg Bars in Trades | 128 | 185 | 71 | 128 | 185 | 71 |
Avg Bars in Winners | 149 | 228 | 72 | 149 | 228 | 72 |
Avg Bars in Losers | 110 | 150 | 69 | 110 | 150 | 69 |
Bars Traded | 13699 | 9846 | 3853 | 13699 | 9846 | 3853 |
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 | 566056 | -162533 | -762273 | -562113 | -293728 | -762273 |
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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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