Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600575.9368 | 1607563.0348 | -6987.098 | 442036.1301 | 584823.6256 | -142787.4955 |
Total P&L (%) | 1600.5759 | 1607.563 | -6.9871 | 442.0361 | 584.8236 | -142.7875 |
Avg Daily Profit (%) | 0.7284 | 0.7315 | -0.0032 | 0.0769 | 0.0876 | 0 |
Buy And Hold Return (%) | 458.7672 | 458.7672 | 458.7672 | 458.7672 | 458.7672 | 458.7672 |
Max Trade Drawdown | -224037 | -206267 | -52142 | -942553 | -718268 | -234719 |
Profit Factor | 2.9326 | 3.3131 | 0.9476 | 1.1841 | 1.2904 | 0.6314 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Losing Trades | 97 | 58 | 39 | 97 | 58 | 39 |
Profitability (%) | 46.9945 | 36.2637 | 57.6087 | 46.9945 | 36.2637 | 57.6087 |
Ratio Avg Win / Avg Loss | 3.3077 | 5.823 | 0.6973 | 1.3355 | 2.2679 | 0.4646 |
Largest Winning Trade | 956199 | 956199 | 10175 | 894388 | 894388 | 26696 |
Largest Losing Trade | -44770 | -44770 | -13640 | -214885 | -214885 | -80714 |
Avg Bars in Trades | 71 | 137 | 5 | 71 | 137 | 5 |
Avg Bars in Winners | 76 | 191 | 5 | 76 | 191 | 5 |
Avg Bars in Losers | 66 | 107 | 5 | 66 | 107 | 5 |
Bars Traded | 13016 | 12523 | 493 | 13016 | 12523 | 493 |
Profit Streak | 0 | 106.3684 | 0 | 0 | 106.3684 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549597 | 416054 | -579822 | -274247 | -159452 | -579822 |
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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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