Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535766.322 | 1564841.3449 | -29075.0229 | 312995.5091 | 434769.4207 | -121773.9117 |
Total P&L (%) | 1535.7663 | 1564.8413 | -29.075 | 312.9955 | 434.7694 | -121.7739 |
Avg Daily Profit (%) | 0.6507 | 0.663 | -0.0123 | 0.0601 | 0.0711 | 0 |
Buy And Hold Return (%) | 468.416 | 468.416 | 468.416 | 468.416 | 468.416 | 468.416 |
Max Trade Drawdown | -137017 | -175831 | -153107 | -1688127 | -1715866 | -482725 |
Profit Factor | 2.7005 | 4.1213 | 0.9276 | 1.0601 | 1.1312 | 0.9358 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 48.913 | 50 | 47.8261 | 48.913 | 50 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.8205 | 4.1213 | 1.012 | 1.1072 | 1.1312 | 1.0209 |
Largest Winning Trade | 1426555 | 1426555 | 53083 | 1835701 | 1835701 | 255563 |
Largest Losing Trade | -40188 | -40188 | -31772 | -420415 | -420415 | -240291 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 6832 | 3143 | 3688 | 6832 | 3143 | 3688 |
Profit Streak | 0 | 0 | 13.0812 | 0 | 0 | 13.0812 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529881 | 577032 | -579657 | -432344 | -340301 | -579657 |
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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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