Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103734.9863 | 1159174.2585 | -55439.2721 | 176927.3808 | 1255321.7277 | -1078394.3469 |
Total P&L (%) | 1103.735 | 1159.1743 | -55.4393 | 176.9274 | 1255.3217 | -1078.3943 |
Avg Daily Profit (%) | 0.4985 | 0.5235 | -0.025 | 0.046 | 0.1178 | 0 |
Buy And Hold Return (%) | 494.3439 | 494.3439 | 494.3439 | 494.3439 | 494.3439 | 494.3439 |
Max Trade Drawdown | -171882 | -131895 | -68929 | -5911926 | -4942859 | -1236348 |
Profit Factor | 2.2252 | 2.7849 | 0.7795 | 1.0106 | 1.098 | 0.7187 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 46.6258 | 49.3827 | 43.9024 | 46.6258 | 49.3827 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.5472 | 2.8545 | 0.9961 | 1.1569 | 1.1255 | 0.9183 |
Largest Winning Trade | 948089 | 948089 | 22044 | 5598364 | 5598364 | 444412 |
Largest Losing Trade | -65604 | -65604 | -22094 | -2782998 | -2782998 | -796624 |
Avg Bars in Trades | 79 | 148 | 12 | 79 | 148 | 12 |
Avg Bars in Winners | 60 | 102 | 14 | 60 | 102 | 14 |
Avg Bars in Losers | 96 | 193 | 10 | 96 | 193 | 10 |
Bars Traded | 13004 | 12018 | 985 | 13004 | 12018 | 985 |
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 | 324998 | -670 | -587329 | -506526 | -163760 | -587329 |
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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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