Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263270.6944 | 1328236.6496 | -64965.9552 | 207875.8528 | 1068235.6418 | -860359.7891 |
Total P&L (%) | 1263.2707 | 1328.2367 | -64.966 | 207.8759 | 1068.2356 | -860.3598 |
Avg Daily Profit (%) | 0.697 | 0.7329 | -0.0358 | 0.0621 | 0.1357 | 0 |
Buy And Hold Return (%) | 491.8838 | 491.8838 | 491.8838 | 491.8838 | 491.8838 | 491.8838 |
Max Trade Drawdown | -164260 | -101748 | -129746 | -975728 | -469038 | -866908 |
Profit Factor | 2.2786 | 3.5772 | 0.8626 | 1.0476 | 1.4839 | 0.6013 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 36.1582 | 34.0909 | 38.2022 | 36.1582 | 34.0909 | 38.2022 |
Ratio Avg Win / Avg Loss | 4.0231 | 6.916 | 1.3953 | 1.8497 | 2.8689 | 0.9727 |
Largest Winning Trade | 885199 | 885199 | 76667 | 982707 | 982707 | 239773 |
Largest Losing Trade | -40409 | -40409 | -22550 | -228387 | -228387 | -137170 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 54 | 51 | 56 | 54 | 51 | 56 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5351 | 2441 | 2910 | 5351 | 2441 | 2910 |
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 | 312226 | 350584 | -584015 | -447320 | -21078 | -585682 |
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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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