Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274534.5439 | 1312224.1969 | -37689.6531 | 196293.3432 | 258610.8932 | -62317.55 |
Total P&L (%) | 1274.5345 | 1312.2242 | -37.6897 | 196.2933 | 258.6109 | -62.3176 |
Avg Daily Profit (%) | 0.6977 | 0.7184 | -0.0206 | 0.0595 | 0.0699 | -0.0534 |
Buy And Hold Return (%) | 638.7471 | 638.7471 | 638.7471 | 638.7471 | 638.7471 | 638.7471 |
Max Trade Drawdown | -165941 | -150217 | -83122 | -1307260 | -1371758 | -691007 |
Profit Factor | 2.6207 | 3.5421 | 0.8605 | 1.0349 | 1.0688 | 0.9665 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 88 | 37 | 51 | 88 | 37 | 51 |
Losing Trades | 101 | 57 | 44 | 101 | 57 | 44 |
Profitability (%) | 46.5608 | 39.3617 | 53.6842 | 46.5608 | 39.3617 | 53.6842 |
Ratio Avg Win / Avg Loss | 3.0079 | 5.4568 | 0.7424 | 1.1878 | 1.6465 | 0.8338 |
Largest Winning Trade | 713357 | 713357 | 55553 | 1284234 | 1284234 | 495400 |
Largest Losing Trade | -36099 | -36099 | -19457 | -515814 | -515814 | -240343 |
Avg Bars in Trades | 53 | 94 | 13 | 53 | 94 | 13 |
Avg Bars in Winners | 73 | 154 | 14 | 73 | 154 | 14 |
Avg Bars in Losers | 36 | 54 | 12 | 36 | 54 | 12 |
Bars Traded | 10153 | 8840 | 1313 | 10153 | 8840 | 1313 |
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 | 360808 | 296184 | -580323 | -461725 | -413529 | -580323 |
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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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