Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2181855.2954 | 2272423.4352 | -90568.1398 | -88980.3527 | 3531.6644 | -92512.0171 |
Total P&L (%) | 2181.8553 | 2272.4234 | -90.5681 | -88.9804 | 3.5317 | -92.512 |
Avg Daily Profit (%) | 1.2222 | 1.2729 | -0.0507 | -0.1235 | 0.0019 | -0.1451 |
Buy And Hold Return (%) | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 | 207.6438 |
Max Trade Drawdown | -318191 | -263314 | -142452 | -825453 | -738426 | -301437 |
Profit Factor | 3.3011 | 5.3684 | 0.7884 | 0.9499 | 1.0038 | 0.8916 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 64 | 26 | 38 | 64 | 26 | 38 |
Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
Profitability (%) | 39.2638 | 32.0988 | 46.3415 | 39.2638 | 32.0988 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.1063 | 11.3562 | 0.9129 | 1.4694 | 2.1235 | 1.0324 |
Largest Winning Trade | 2566793 | 2566793 | 53937 | 759902 | 759902 | 194241 |
Largest Losing Trade | -44963 | -42082 | -44963 | -187193 | -105376 | -187193 |
Avg Bars in Trades | 57 | 75 | 38 | 57 | 75 | 38 |
Avg Bars in Winners | 83 | 144 | 42 | 83 | 144 | 42 |
Avg Bars in Losers | 39 | 43 | 35 | 39 | 43 | 35 |
Bars Traded | 9314 | 6146 | 3168 | 9314 | 6146 | 3168 |
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 | 594800 | 97988 | -586658 | -582432 | -590118 | -584992 |
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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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