Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086470.9052 | 1162336.7351 | -75865.8299 | 30271.3059 | 460894.9376 | -430623.6317 |
Total P&L (%) | 1086.4709 | 1162.3367 | -75.8658 | 30.2713 | 460.8949 | -430.6236 |
Avg Daily Profit (%) | 0.48 | 0.5135 | -0.0335 | 0.0117 | 0.0762 | 0 |
Buy And Hold Return (%) | 305.1429 | 305.1429 | 305.1429 | 305.1429 | 305.1429 | 305.1429 |
Max Trade Drawdown | -131771 | -94866 | -168353 | -849532 | -615184 | -543326 |
Profit Factor | 2.0305 | 3.1391 | 0.8515 | 1.0092 | 1.2656 | 0.7217 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 41.0811 | 37.6344 | 44.5652 | 41.0811 | 37.6344 | 44.5652 |
Ratio Avg Win / Avg Loss | 2.9122 | 5.2019 | 1.0592 | 1.4474 | 2.0973 | 0.8977 |
Largest Winning Trade | 1013936 | 1013936 | 56425 | 884155 | 884155 | 142753 |
Largest Losing Trade | -57145 | -34863 | -57145 | -294997 | -294997 | -173040 |
Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Winners | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Losers | 40 | 47 | 33 | 40 | 47 | 33 |
Bars Traded | 12828 | 6453 | 6375 | 12828 | 6453 | 6375 |
Profit Streak | 0 | 0 | 59.073 | 0 | 0 | 59.073 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330375 | 331519 | -580138 | -555889 | -105482 | -581804 |
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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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