Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437851.9452 | 1488008.5271 | -50156.5819 | 147036.3892 | 933946.3185 | -786909.9293 |
Total P&L (%) | 1437.8519 | 1488.0085 | -50.1566 | 147.0364 | 933.9463 | -786.9099 |
Avg Daily Profit (%) | 0.6342 | 0.6563 | -0.0221 | 0.0399 | 0.1031 | 0 |
Buy And Hold Return (%) | 246.3592 | 246.3592 | 246.3592 | 246.3592 | 246.3592 | 246.3592 |
Max Trade Drawdown | -195512 | -91878 | -210570 | -895305 | -481746 | -994466 |
Profit Factor | 2.5362 | 4.4775 | 0.9013 | 1.0413 | 1.6472 | 0.6279 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 44.9704 | 37.6471 | 52.381 | 44.9704 | 37.6471 | 52.381 |
Ratio Avg Win / Avg Loss | 3.1035 | 7.4158 | 0.8193 | 1.2743 | 2.7282 | 0.5709 |
Largest Winning Trade | 1264594 | 1264594 | 52092 | 620737 | 620737 | 173603 |
Largest Losing Trade | -41475 | -36049 | -41475 | -386435 | -212146 | -386435 |
Avg Bars in Trades | 51 | 43 | 59 | 51 | 43 | 59 |
Avg Bars in Winners | 81 | 78 | 83 | 81 | 78 | 83 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 8690 | 3726 | 4963 | 8690 | 3726 | 4963 |
Profit Streak | 0 | 0 | 23.168 | 0 | 0 | 23.168 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530542 | 488841 | -580252 | -481529 | -59363 | -580252 |
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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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