Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2234371.1584 | 2234004.3487 | 366.8098 | 370752.2461 | 1290281.0908 | -919528.8447 |
Total P&L (%) | 2234.3712 | 2234.0043 | 0.3668 | 370.7522 | 1290.2811 | -919.5288 |
Avg Daily Profit (%) | 1.0729 | 1.0728 | 0.0002 | 0.0744 | 0.1265 | 0 |
Buy And Hold Return (%) | 493.896 | 493.896 | 493.896 | 493.896 | 493.896 | 493.896 |
Max Trade Drawdown | -154452 | -92815 | -155521 | -2051405 | -983856 | -1408733 |
Profit Factor | 3.329 | 5.8086 | 1.0007 | 1.0711 | 1.5253 | 0.6664 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 48.9796 | 47.2973 | 50.6849 | 48.9796 | 47.2973 | 50.6849 |
Ratio Avg Win / Avg Loss | 3.4677 | 6.4725 | 0.9737 | 1.1158 | 1.6996 | 0.6484 |
Largest Winning Trade | 2103522 | 2103522 | 48677 | 2130736 | 2130736 | 229858 |
Largest Losing Trade | -49410 | -46316 | -49410 | -905182 | -614551 | -905182 |
Avg Bars in Trades | 167 | 184 | 150 | 167 | 184 | 150 |
Avg Bars in Winners | 206 | 231 | 183 | 206 | 231 | 183 |
Avg Bars in Losers | 130 | 142 | 117 | 130 | 142 | 117 |
Bars Traded | 24674 | 13667 | 11007 | 24674 | 13667 | 11007 |
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 | 648121 | -45475 | -651597 | -401657 | -90154 | -652647 |
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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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