Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1307085.5549 | 1512536.5338 | -205450.9788 | -99933.4287 | -60000.6563 | -39932.7725 |
Total P&L (%) | 1307.0856 | 1512.5365 | -205.451 | -99.9334 | -60.0007 | -39.9328 |
Avg Daily Profit (%) | 0.5797 | 0.6708 | -0.0911 | -0.3239 | -0.0406 | -0.0226 |
Buy And Hold Return (%) | 263.8961 | 263.8961 | 263.8961 | 263.8961 | 263.8961 | 263.8961 |
Max Trade Drawdown | -209163 | -116709 | -302761 | -175940 | -100452 | -76082 |
Profit Factor | 2.067 | 3.597 | 0.6803 | 0.5285 | 0.5131 | 0.5498 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 40.5229 | 37.6623 | 43.4211 | 40.5229 | 37.6623 | 43.4211 |
Ratio Avg Win / Avg Loss | 3.0339 | 5.9536 | 0.8864 | 0.7757 | 0.8493 | 0.7164 |
Largest Winning Trade | 1398644 | 1398644 | 48458 | 61051 | 61051 | 32888 |
Largest Losing Trade | -99740 | -59619 | -99740 | -100407 | -100407 | -67829 |
Avg Bars in Trades | 86 | 86 | 85 | 86 | 86 | 85 |
Avg Bars in Winners | 136 | 140 | 131 | 136 | 140 | 131 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 13183 | 6653 | 6530 | 13183 | 6653 | 6530 |
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 | 394330 | -28774 | -632794 | -583661 | -627534 | -632794 |
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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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