Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042169.7182 | 1201727.0553 | -159557.3371 | -77149.8598 | 115394.9395 | -192544.7993 |
Total P&L (%) | 1042.1697 | 1201.7271 | -159.5573 | -77.1499 | 115.3949 | -192.5448 |
Avg Daily Profit (%) | 0.4584 | 0.5286 | -0.0702 | -0.0649 | 0.0338 | 0 |
Buy And Hold Return (%) | 234.9689 | 234.9689 | 234.9689 | 234.9689 | 234.9689 | 234.9689 |
Max Trade Drawdown | -154057 | -108579 | -190733 | -332053 | -142603 | -202463 |
Profit Factor | 2.2939 | 4.3515 | 0.643 | 0.8911 | 1.4036 | 0.5441 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 37.9562 | 31.8841 | 44.1176 | 37.9562 | 31.8841 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.7496 | 9.2964 | 0.8144 | 1.4565 | 2.9987 | 0.6892 |
Largest Winning Trade | 1084704 | 1084704 | 54981 | 267647 | 267647 | 62580 |
Largest Losing Trade | -56570 | -46360 | -56570 | -164754 | -45307 | -164754 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 100 | 110 | 93 | 100 | 110 | 93 |
Avg Bars in Losers | 37 | 34 | 42 | 37 | 34 | 42 |
Bars Traded | 8464 | 4069 | 4395 | 8464 | 4069 | 4395 |
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 | 304484 | -92094 | -692523 | -583432 | -420746 | -692523 |
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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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