Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851022.4161 | 1037958.5174 | -186936.1013 | -96277.8192 | 82587.9352 | -178865.7544 |
Total P&L (%) | 851.0224 | 1037.9585 | -186.9361 | -96.2778 | 82.5879 | -178.8658 |
Avg Daily Profit (%) | 0.4767 | 0.5814 | -0.1047 | -0.1842 | 0.0337 | 0 |
Buy And Hold Return (%) | 439.7024 | 439.7024 | 439.7024 | 439.7024 | 439.7024 | 439.7024 |
Max Trade Drawdown | -213162 | -195733 | -266337 | -94010 | -33791 | -164327 |
Profit Factor | 1.777 | 3.0424 | 0.6816 | 0.6541 | 2.2772 | 0.163 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 44.0476 | 40.4762 | 47.619 | 44.0476 | 40.4762 | 47.619 |
Ratio Avg Win / Avg Loss | 2.2573 | 4.4742 | 0.7497 | 0.8309 | 3.3488 | 0.1793 |
Largest Winning Trade | 1000997 | 1000997 | 55702 | 55813 | 55813 | 6766 |
Largest Losing Trade | -88631 | -35350 | -88631 | -85735 | -7372 | -85735 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 85 | 78 | 91 | 85 | 78 | 91 |
Avg Bars in Losers | 44 | 46 | 42 | 44 | 46 | 42 |
Bars Traded | 10548 | 5009 | 5539 | 10548 | 5009 | 5539 |
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 | 180674 | 309305 | -582033 | -582212 | -313307 | -582033 |
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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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