Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446475.8656 | 1528117.8163 | -81641.9507 | 33493.8089 | 410438.0127 | -376944.2038 |
Total P&L (%) | 1446.4759 | 1528.1178 | -81.642 | 33.4938 | 410.438 | -376.9442 |
Avg Daily Profit (%) | 0.6402 | 0.6764 | -0.0361 | 0.0128 | 0.0722 | 0 |
Buy And Hold Return (%) | 165.996 | 165.996 | 165.996 | 165.996 | 165.996 | 165.996 |
Max Trade Drawdown | -176326 | -147227 | -181328 | -691299 | -431664 | -477844 |
Profit Factor | 2.2462 | 3.6113 | 0.8581 | 1.0125 | 1.3107 | 0.7221 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Profitability (%) | 30.7263 | 26.6667 | 34.8315 | 30.7263 | 26.6667 | 34.8315 |
Ratio Avg Win / Avg Loss | 5.0641 | 9.931 | 1.6056 | 2.2828 | 3.6045 | 1.351 |
Largest Winning Trade | 1385316 | 1385316 | 53495 | 454637 | 454637 | 183792 |
Largest Losing Trade | -24902 | -24902 | -24075 | -107727 | -96162 | -107727 |
Avg Bars in Trades | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Winners | 103 | 106 | 101 | 103 | 106 | 101 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 8787 | 4402 | 4385 | 8787 | 4402 | 4385 |
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 | 342647 | -3896 | -584215 | -553745 | -121829 | -585326 |
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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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