Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737170.6196 | 711491.1731 | 25679.4465 | 2572589.1704 | 8912668.8515 | -6340079.6811 |
Total P&L (%) | 737.1706 | 711.4912 | 25.6794 | 2572.5892 | 8912.6689 | -6340.0797 |
Avg Daily Profit (%) | 0.3755 | 0.3625 | 0.0131 | 0.1675 | 0.2296 | 0 |
Buy And Hold Return (%) | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 | 1186.1017 |
Max Trade Drawdown | -111316 | -67196 | -100703 | -8488572 | -5262052 | -7408414 |
Profit Factor | 1.8076 | 2.7447 | 1.0508 | 1.0692 | 1.523 | 0.6852 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Profitability (%) | 45.5056 | 48.3146 | 42.6966 | 45.5056 | 48.3146 | 42.6966 |
Ratio Avg Win / Avg Loss | 2.1646 | 2.9361 | 1.4104 | 1.2804 | 1.6292 | 0.9196 |
Largest Winning Trade | 190388 | 190388 | 61105 | 4706259 | 4706259 | 3543128 |
Largest Losing Trade | -54145 | -24082 | -54145 | -4482880 | -2415112 | -4482880 |
Avg Bars in Trades | 64 | 63 | 66 | 64 | 63 | 66 |
Avg Bars in Winners | 88 | 82 | 95 | 88 | 82 | 95 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 11551 | 5622 | 5928 | 11551 | 5622 | 5928 |
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 | -153626 | -152086 | -508891 | -143234 | 355548 | -583934 |
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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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