Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115600.6485 | 1276091.3995 | -160490.751 | -93104.3411 | 170189.6098 | -263293.9509 |
Total P&L (%) | 1115.6006 | 1276.0914 | -160.4908 | -93.1043 | 170.1896 | -263.294 |
Avg Daily Profit (%) | 0.5355 | 0.6125 | -0.077 | -0.1283 | 0.0477 | 0 |
Buy And Hold Return (%) | 98.25 | 98.25 | 98.25 | 98.25 | 98.25 | 98.25 |
Max Trade Drawdown | -369270 | -228245 | -170727 | -1521015 | -1234537 | -414025 |
Profit Factor | 1.8996 | 2.5398 | 0.6099 | 0.9663 | 1.083 | 0.6295 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 41.4634 | 39.2157 | 43.6893 | 41.4634 | 39.2157 | 43.6893 |
Ratio Avg Win / Avg Loss | 2.6817 | 3.9367 | 0.7861 | 1.3642 | 1.6786 | 0.8113 |
Largest Winning Trade | 1049195 | 1049195 | 26493 | 991241 | 991241 | 154325 |
Largest Losing Trade | -69566 | -69566 | -29512 | -473793 | -473793 | -112740 |
Avg Bars in Trades | 119 | 212 | 27 | 119 | 212 | 27 |
Avg Bars in Winners | 164 | 318 | 26 | 164 | 318 | 26 |
Avg Bars in Losers | 88 | 144 | 27 | 88 | 144 | 27 |
Bars Traded | 24532 | 21714 | 2818 | 24532 | 21714 | 2818 |
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 | 441537 | 429452 | -583234 | -581357 | -270462 | -583234 |
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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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