Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183521.7006 | 1296382.8408 | -112861.1402 | -17669.4929 | 207427.2645 | -225096.7574 |
Total P&L (%) | 1183.5217 | 1296.3828 | -112.8611 | -17.6695 | 207.4273 | -225.0968 |
Avg Daily Profit (%) | 0.6447 | 0.7062 | -0.0615 | -0.0106 | 0.0612 | 0 |
Buy And Hold Return (%) | 581.6157 | 581.6157 | 581.6157 | 581.6157 | 581.6157 | 581.6157 |
Max Trade Drawdown | -221682 | -153992 | -123804 | -764709 | -471910 | -376203 |
Profit Factor | 1.9458 | 2.6684 | 0.762 | 0.9936 | 1.1173 | 0.7718 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 156 | 68 | 88 | 156 | 68 | 88 |
Losing Trades | 177 | 98 | 79 | 177 | 98 | 79 |
Profitability (%) | 46.8468 | 40.9639 | 52.6946 | 46.8468 | 40.9639 | 52.6946 |
Ratio Avg Win / Avg Loss | 2.2078 | 3.8456 | 0.6841 | 1.1273 | 1.6102 | 0.6929 |
Largest Winning Trade | 858620 | 858620 | 49185 | 616787 | 616787 | 124962 |
Largest Losing Trade | -49961 | -49961 | -41649 | -333002 | -333002 | -138908 |
Avg Bars in Trades | 32 | 51 | 13 | 32 | 51 | 13 |
Avg Bars in Winners | 38 | 72 | 13 | 38 | 72 | 13 |
Avg Bars in Losers | 26 | 37 | 12 | 26 | 37 | 12 |
Bars Traded | 10758 | 8574 | 2184 | 10758 | 8574 | 2184 |
Profit Streak | 0 | 96.5662 | 0 | 0 | 96.5662 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338140 | 368971 | -579831 | -578596 | -369209 | -579831 |
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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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