Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003981.681 | 1014022.7113 | -10041.0303 | 62807.6472 | 555912.364 | -493104.7168 |
Total P&L (%) | 1003.9817 | 1014.0227 | -10.041 | 62.8076 | 555.9124 | -493.1047 |
Avg Daily Profit (%) | 0.5411 | 0.5465 | -0.0054 | 0.0263 | 0.1014 | 0 |
Buy And Hold Return (%) | 77.6923 | 77.6923 | 77.6923 | 77.6923 | 77.6923 | 77.6923 |
Max Trade Drawdown | -146403 | -146717 | -80050 | -1152864 | -878831 | -690882 |
Profit Factor | 2.2957 | 3.7041 | 0.9749 | 1.0175 | 1.3336 | 0.7444 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 46.4968 | 41.7722 | 51.2821 | 46.4968 | 41.7722 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.6417 | 5.1633 | 0.9261 | 1.1708 | 1.8589 | 0.7071 |
Largest Winning Trade | 1039529 | 1039529 | 61812 | 695064 | 695064 | 266975 |
Largest Losing Trade | -35406 | -23732 | -35406 | -222712 | -222712 | -192522 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 29 | 22 | 35 | 29 | 22 | 35 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 3586 | 1511 | 2075 | 3586 | 1511 | 2075 |
Profit Streak | 0 | 0 | 17.2344 | 0 | 0 | 17.2344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542232 | -12036 | -614222 | -525130 | -85645 | -614222 |
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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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