Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023057.2656 | 1102729.0627 | -79671.7971 | 986.7947 | 300672.8805 | -299686.0859 |
Total P&L (%) | 1023.0573 | 1102.7291 | -79.6718 | 0.9868 | 300.6729 | -299.6861 |
Avg Daily Profit (%) | 0.473 | 0.5098 | -0.0368 | 0.0005 | 0.0642 | 0 |
Buy And Hold Return (%) | 496.6209 | 496.6209 | 496.6209 | 496.6209 | 496.6209 | 496.6209 |
Max Trade Drawdown | -173334 | -106432 | -166192 | -753813 | -448547 | -406805 |
Profit Factor | 2.0103 | 3.2023 | 0.8444 | 1.0005 | 1.2973 | 0.7018 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 50.2825 | 47.191 | 53.4091 | 50.2825 | 47.191 | 53.4091 |
Ratio Avg Win / Avg Loss | 1.9877 | 3.5835 | 0.7366 | 0.9892 | 1.4517 | 0.6122 |
Largest Winning Trade | 914277 | 914277 | 64067 | 352153 | 352153 | 96272 |
Largest Losing Trade | -53288 | -33236 | -53288 | -164167 | -123222 | -164167 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 6158 | 2937 | 3222 | 6158 | 2937 | 3222 |
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 | 311975 | 359221 | -580654 | -578671 | -274338 | -580654 |
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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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