Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152516.0205 | 1233285.0758 | -80769.0553 | 1545.4586 | 39220.2206 | -37674.762 |
Total P&L (%) | 1152.516 | 1233.2851 | -80.7691 | 1.5455 | 39.2202 | -37.6748 |
Avg Daily Profit (%) | 0.5107 | 0.5465 | -0.0358 | 0.0007 | 0.0147 | -0.0209 |
Buy And Hold Return (%) | 330.2632 | 330.2632 | 330.2632 | 330.2632 | 330.2632 | 330.2632 |
Max Trade Drawdown | -146123 | -73724 | -217135 | -93636 | -57960 | -104866 |
Profit Factor | 2.2242 | 3.9279 | 0.8447 | 1.0024 | 1.1252 | 0.8848 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 46.4865 | 43.0108 | 50 | 46.4865 | 43.0108 | 50 |
Ratio Avg Win / Avg Loss | 2.5604 | 5.2045 | 0.8447 | 1.1539 | 1.4909 | 0.8848 |
Largest Winning Trade | 966442 | 966442 | 57020 | 95883 | 95883 | 46051 |
Largest Losing Trade | -67194 | -55737 | -67194 | -56503 | -56503 | -36466 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 49 | 44 | 53 | 49 | 44 | 53 |
Avg Bars in Losers | 23 | 24 | 21 | 23 | 24 | 21 |
Bars Traded | 6519 | 3048 | 3471 | 6519 | 3048 | 3471 |
Profit Streak | 0 | 0 | 46.7185 | 0 | 0 | 46.7185 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426704 | 450928 | -579668 | -575946 | -424888 | -579668 |
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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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