Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297390.9761 | 1401488.4831 | -104097.507 | -25468.4515 | 722955.0727 | -748423.5242 |
Total P&L (%) | 1297.391 | 1401.4885 | -104.0975 | -25.4685 | 722.9551 | -748.4235 |
Avg Daily Profit (%) | 0.5725 | 0.6185 | -0.0459 | -0.013 | 0.0931 | 0 |
Buy And Hold Return (%) | 372.3333 | 372.3333 | 372.3333 | 372.3333 | 372.3333 | 372.3333 |
Max Trade Drawdown | -176853 | -109383 | -178035 | -1989462 | -1405217 | -897673 |
Profit Factor | 2.5235 | 4.3756 | 0.7615 | 0.9952 | 1.259 | 0.7058 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 36.2637 | 30.4348 | 42.2222 | 36.2637 | 30.4348 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.4353 | 10.0015 | 1.042 | 1.7492 | 2.8777 | 0.9659 |
Largest Winning Trade | 1108435 | 1108435 | 50208 | 1664774 | 1664774 | 673153 |
Largest Losing Trade | -41255 | -35357 | -41255 | -687994 | -362804 | -687994 |
Avg Bars in Trades | 95 | 92 | 97 | 95 | 92 | 97 |
Avg Bars in Winners | 160 | 188 | 140 | 160 | 188 | 140 |
Avg Bars in Losers | 57 | 50 | 66 | 57 | 50 | 66 |
Bars Traded | 8658 | 4259 | 4399 | 8658 | 4259 | 4399 |
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 | 297103 | 323445 | -582070 | -583099 | -82179 | -583736 |
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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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