Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633931.5481 | 729516.2201 | -95584.6719 | -6612.3714 | 1285271.2921 | -1291883.6636 |
Total P&L (%) | 633.9315 | 729.5162 | -95.5847 | -6.6124 | 1285.2713 | -1291.8837 |
Avg Daily Profit (%) | 0.2811 | 0.3235 | -0.0424 | -0.003 | 0.1166 | 0 |
Buy And Hold Return (%) | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 | 273.6 |
Max Trade Drawdown | -210836 | -129581 | -159134 | -1788172 | -676682 | -1428867 |
Profit Factor | 1.4304 | 2.0331 | 0.8753 | 0.9993 | 1.3269 | 0.7402 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 183 | 90 | 93 | 183 | 90 | 93 |
Losing Trades | 206 | 105 | 101 | 206 | 105 | 101 |
Profitability (%) | 47.0437 | 46.1538 | 47.9381 | 47.0437 | 46.1538 | 47.9381 |
Ratio Avg Win / Avg Loss | 1.6102 | 2.372 | 0.9506 | 1.1248 | 1.5481 | 0.8039 |
Largest Winning Trade | 491091 | 491091 | 52555 | 1363007 | 1363007 | 303255 |
Largest Losing Trade | -42225 | -26224 | -42225 | -733379 | -221580 | -733379 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 47 | 40 | 54 | 47 | 40 | 54 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 13029 | 5699 | 7329 | 13029 | 5699 | 7329 |
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 | 245941 | 316711 | -581119 | -578227 | -37866 | -581119 |
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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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