Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1358810.3553 | 1365617.028 | -6806.6727 | 89333.2679 | 84806.2246 | 4527.0433 |
Total P&L (%) | 1358.8104 | 1365.617 | -6.8067 | 89.3333 | 84.8062 | 4.527 |
Avg Daily Profit (%) | 0.7611 | 0.7649 | -0.0038 | 0.0358 | 0.0344 | 0.0025 |
Buy And Hold Return (%) | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 |
Max Trade Drawdown | -98458 | -92947 | -203772 | -372528 | -502908 | -485874 |
Profit Factor | 2.656 | 5.0798 | 0.986 | 1.035 | 1.0734 | 1.0032 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 43.1818 | 34.8485 | 51.5152 | 43.1818 | 34.8485 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.4947 | 9.497 | 0.928 | 1.3619 | 2.0068 | 0.9442 |
Largest Winning Trade | 1154131 | 1154131 | 60677 | 398534 | 398534 | 163879 |
Largest Losing Trade | -74143 | -24842 | -74143 | -252663 | -108077 | -252663 |
Avg Bars in Trades | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Winners | 81 | 71 | 89 | 81 | 71 | 89 |
Avg Bars in Losers | 29 | 25 | 36 | 29 | 25 | 36 |
Bars Traded | 6917 | 2729 | 4188 | 6917 | 2729 | 4188 |
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 | 482025 | -111821 | -704761 | -495222 | -581735 | -697889 |
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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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