Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617552.4768 | 1679921.1179 | -62368.6411 | 266471.4377 | 1418853.5277 | -1152382.09 |
Total P&L (%) | 1617.5525 | 1679.9211 | -62.3686 | 266.4714 | 1418.8535 | -1152.3821 |
Avg Daily Profit (%) | 0.7149 | 0.7425 | -0.0276 | 0.0574 | 0.1203 | 0 |
Buy And Hold Return (%) | 208.3885 | 208.3885 | 208.3885 | 208.3885 | 208.3885 | 208.3885 |
Max Trade Drawdown | -139845 | -106559 | -130906 | -2185592 | -1345331 | -1262318 |
Profit Factor | 3.2012 | 5.5924 | 0.831 | 1.0431 | 1.4634 | 0.6304 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 28.8344 | 30.4878 | 27.1605 | 28.8344 | 30.4878 | 27.1605 |
Ratio Avg Win / Avg Loss | 7.9008 | 12.7507 | 2.2286 | 2.5745 | 3.3366 | 1.6907 |
Largest Winning Trade | 1375824 | 1375824 | 59781 | 2379139 | 2379139 | 370108 |
Largest Losing Trade | -30222 | -30222 | -23443 | -511187 | -511187 | -436415 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 130 | 105 | 160 | 130 | 105 | 160 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 8215 | 3507 | 4708 | 8215 | 3507 | 4708 |
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 | 233854 | 318878 | -610250 | -379356 | -41947 | -610250 |
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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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