Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456402.0585 | 1574158.498 | -117756.4395 | -55719.9052 | 235475.3556 | -291195.2607 |
Total P&L (%) | 1456.4021 | 1574.1585 | -117.7564 | -55.7199 | 235.4754 | -291.1953 |
Avg Daily Profit (%) | 0.6991 | 0.7556 | -0.0565 | -0.0391 | 0.0581 | 0 |
Buy And Hold Return (%) | 525.8338 | 525.8338 | 525.8338 | 525.8338 | 525.8338 | 525.8338 |
Max Trade Drawdown | -186325 | -140452 | -222280 | -378476 | -244569 | -352670 |
Profit Factor | 2.1545 | 3.3697 | 0.8028 | 0.9662 | 1.2794 | 0.6379 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 87 | 35 | 52 | 87 | 35 | 52 |
Losing Trades | 165 | 91 | 74 | 165 | 91 | 74 |
Profitability (%) | 34.5238 | 27.7778 | 41.2698 | 34.5238 | 27.7778 | 41.2698 |
Ratio Avg Win / Avg Loss | 4.086 | 8.7613 | 1.1425 | 1.8324 | 3.3265 | 0.9077 |
Largest Winning Trade | 1399219 | 1399219 | 43396 | 392030 | 392030 | 67514 |
Largest Losing Trade | -57760 | -36768 | -57760 | -110643 | -76630 | -110643 |
Avg Bars in Trades | 97 | 114 | 80 | 97 | 114 | 80 |
Avg Bars in Winners | 178 | 253 | 128 | 178 | 253 | 128 |
Avg Bars in Losers | 55 | 61 | 47 | 55 | 61 | 47 |
Bars Traded | 24653 | 14473 | 10180 | 24653 | 14473 | 10180 |
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 | 301886 | -1678 | -582726 | -582700 | -297819 | -584392 |
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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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