Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1601800.1848 | 1648088.4064 | -46288.2216 | 264891.088 | 462536.8614 | -197645.7735 |
Total P&L (%) | 1601.8002 | 1648.0884 | -46.2882 | 264.8911 | 462.5369 | -197.6458 |
Avg Daily Profit (%) | 0.7689 | 0.7911 | -0.0222 | 0.0622 | 0.0829 | 0 |
Buy And Hold Return (%) | 493.6795 | 493.6795 | 493.6795 | 493.6795 | 493.6795 | 493.6795 |
Max Trade Drawdown | -156031 | -107063 | -158786 | -621980 | -349020 | -478977 |
Profit Factor | 2.8382 | 4.8763 | 0.8963 | 1.1036 | 1.3775 | 0.8515 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 33.0882 | 29.4118 | 36.7647 | 33.0882 | 29.4118 | 36.7647 |
Ratio Avg Win / Avg Loss | 5.7394 | 11.7032 | 1.5416 | 2.2317 | 3.3059 | 1.4647 |
Largest Winning Trade | 1508081 | 1508081 | 61904 | 565071 | 565071 | 232005 |
Largest Losing Trade | -29779 | -29779 | -25486 | -163441 | -142836 | -163441 |
Avg Bars in Trades | 180 | 167 | 194 | 180 | 167 | 194 |
Avg Bars in Winners | 374 | 360 | 386 | 374 | 360 | 386 |
Avg Bars in Losers | 85 | 87 | 82 | 85 | 87 | 82 |
Bars Traded | 24611 | 11391 | 13220 | 24611 | 11391 | 13220 |
Profit Streak | 0 | 0 | 22.8729 | 0 | 0 | 22.8729 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331463 | -101844 | -692058 | -387383 | -366152 | -693169 |
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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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