Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447777.3544 | 1471994.8954 | -24217.5411 | 248852.6253 | 276913.8541 | -28061.2287 |
Total P&L (%) | 1447.7774 | 1471.9949 | -24.2175 | 248.8526 | 276.9139 | -28.0612 |
Avg Daily Profit (%) | 0.7848 | 0.7979 | -0.0131 | 0.0678 | 0.072 | -0.0179 |
Buy And Hold Return (%) | 366.8934 | 366.8934 | 366.8934 | 366.8934 | 366.8934 | 366.8934 |
Max Trade Drawdown | -151049 | -126304 | -71067 | -2142324 | -2149493 | -922545 |
Profit Factor | 2.5649 | 3.2346 | 0.9091 | 1.0244 | 1.0365 | 0.9893 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 113 | 61 | 52 | 113 | 61 | 52 |
Profitability (%) | 45.4106 | 40.7767 | 50 | 45.4106 | 40.7767 | 50 |
Ratio Avg Win / Avg Loss | 3.0834 | 4.6978 | 0.9091 | 1.2314 | 1.5055 | 0.9893 |
Largest Winning Trade | 733110 | 733110 | 41626 | 1778261 | 1778261 | 527895 |
Largest Losing Trade | -37063 | -37063 | -19399 | -648653 | -648653 | -275230 |
Avg Bars in Trades | 32 | 56 | 8 | 32 | 56 | 8 |
Avg Bars in Winners | 38 | 75 | 8 | 38 | 75 | 8 |
Avg Bars in Losers | 27 | 43 | 9 | 27 | 43 | 9 |
Bars Traded | 6772 | 5847 | 925 | 6772 | 5847 | 925 |
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 | 538388 | 477105 | -580777 | -462652 | -445728 | -580777 |
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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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