Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312138.1939 | 1404079.4982 | -91941.3043 | -50910.707 | 805151.8011 | -856062.5081 |
Total P&L (%) | 1312.1382 | 1404.0795 | -91.9413 | -50.9107 | 805.1518 | -856.0625 |
Avg Daily Profit (%) | 0.7088 | 0.7584 | -0.0497 | -0.0384 | 0.1191 | 0 |
Buy And Hold Return (%) | 109.8584 | 109.8584 | 109.8584 | 109.8584 | 109.8584 | 109.8584 |
Max Trade Drawdown | -195037 | -171713 | -136849 | -1752055 | -1140342 | -886778 |
Profit Factor | 2.198 | 2.9566 | 0.7566 | 0.9851 | 1.3979 | 0.3851 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Profitability (%) | 39.3548 | 33.7662 | 44.8718 | 39.3548 | 33.7662 | 44.8718 |
Ratio Avg Win / Avg Loss | 3.387 | 5.7995 | 0.9295 | 1.518 | 2.7421 | 0.4731 |
Largest Winning Trade | 1166994 | 1166994 | 44308 | 1179655 | 1179655 | 182559 |
Largest Losing Trade | -45311 | -45095 | -45311 | -444971 | -444971 | -401492 |
Avg Bars in Trades | 68 | 118 | 19 | 68 | 118 | 19 |
Avg Bars in Winners | 90 | 181 | 22 | 90 | 181 | 22 |
Avg Bars in Losers | 54 | 86 | 16 | 54 | 86 | 16 |
Bars Traded | 10627 | 9118 | 1509 | 10627 | 9118 | 1509 |
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 | 476667 | -29814 | -616952 | -581327 | -80116 | -616952 |
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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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