Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137886.5837 | 1243476.1949 | -105589.6111 | -35605.8485 | -2593.3855 | -33012.4629 |
Total P&L (%) | 1137.8866 | 1243.4762 | -105.5896 | -35.6058 | -2.5934 | -33.0125 |
Avg Daily Profit (%) | 0.4807 | 0.5253 | -0.0446 | -0.0186 | -0.0011 | -0.0169 |
Buy And Hold Return (%) | 473.3178 | 473.3178 | 473.3178 | 473.3178 | 473.3178 | 473.3178 |
Max Trade Drawdown | -200409 | -152164 | -200525 | -182103 | -155966 | -87267 |
Profit Factor | 2.5534 | 4.6866 | 0.7328 | 0.9326 | 0.991 | 0.8625 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 36.4583 | 35.4167 | 37.5 | 36.4583 | 35.4167 | 37.5 |
Ratio Avg Win / Avg Loss | 4.4502 | 8.5462 | 1.2214 | 1.6253 | 1.8071 | 1.4375 |
Largest Winning Trade | 1153702 | 1153702 | 53981 | 165470 | 165470 | 41834 |
Largest Losing Trade | -73296 | -37637 | -73296 | -63415 | -63415 | -41341 |
Avg Bars in Trades | 70 | 66 | 75 | 70 | 66 | 75 |
Avg Bars in Winners | 116 | 102 | 129 | 116 | 102 | 129 |
Avg Bars in Losers | 44 | 46 | 43 | 44 | 46 | 43 |
Bars Traded | 6813 | 3191 | 3622 | 6813 | 3191 | 3622 |
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 | 219576 | 336881 | -583883 | -583010 | -583582 | -583883 |
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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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