Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682081.0115 | 1727184.9256 | -45103.9141 | 33109.6972 | 754847.7708 | -721738.0736 |
Total P&L (%) | 1682.081 | 1727.1849 | -45.1039 | 33.1097 | 754.8478 | -721.7381 |
Avg Daily Profit (%) | 0.7459 | 0.7659 | -0.02 | 0.0127 | 0.0952 | 0 |
Buy And Hold Return (%) | 174.7059 | 174.7059 | 174.7059 | 174.7059 | 174.7059 | 174.7059 |
Max Trade Drawdown | -172077 | -120488 | -225639 | -987556 | -507380 | -902000 |
Profit Factor | 2.7557 | 4.7312 | 0.9089 | 1.0121 | 1.6192 | 0.5223 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 33.3333 | 28.0702 | 38.5965 | 33.3333 | 28.0702 | 38.5965 |
Ratio Avg Win / Avg Loss | 5.5115 | 12.1237 | 1.446 | 2.0243 | 4.1493 | 0.8309 |
Largest Winning Trade | 1586244 | 1586244 | 51790 | 1039727 | 1039727 | 110035 |
Largest Losing Trade | -53684 | -34589 | -53684 | -284265 | -284265 | -283454 |
Avg Bars in Trades | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Winners | 145 | 150 | 142 | 145 | 150 | 142 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 8934 | 4236 | 4698 | 8934 | 4236 | 4698 |
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 | 424194 | -176144 | -763879 | -553927 | -260957 | -765545 |
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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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