Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1318462.8243 | 1337322.6781 | -18859.8539 | 305548.6324 | 501289.7861 | -195741.1537 |
Total P&L (%) | 1318.4628 | 1337.3227 | -18.8599 | 305.5486 | 501.2898 | -195.7412 |
Avg Daily Profit (%) | 0.5847 | 0.5931 | -0.0084 | 0.0621 | 0.0796 | 0 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -158013 | -105899 | -141671 | -699677 | -626160 | -521105 |
Profit Factor | 2.4428 | 3.9132 | 0.9585 | 1.0705 | 1.2127 | 0.901 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 42.236 | 38.2716 | 46.25 | 42.236 | 38.2716 | 46.25 |
Ratio Avg Win / Avg Loss | 3.3408 | 6.3116 | 1.114 | 1.464 | 1.956 | 1.0472 |
Largest Winning Trade | 1053918 | 1053918 | 47566 | 769549 | 769549 | 277973 |
Largest Losing Trade | -45291 | -32819 | -45291 | -270398 | -242462 | -270398 |
Avg Bars in Trades | 80 | 76 | 85 | 80 | 76 | 85 |
Avg Bars in Winners | 129 | 129 | 130 | 129 | 129 | 130 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 13017 | 6205 | 6811 | 13017 | 6205 | 6811 |
Profit Streak | 0 | 0 | 11.0815 | 0 | 0 | 11.0815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408361 | -537 | -599387 | -420937 | -137709 | -599387 |
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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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