Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094388.0337 | 1052292.7302 | 42095.3036 | 651995.7129 | -341288.4694 | 993284.1823 |
Total P&L (%) | 1094.388 | 1052.2927 | 42.0953 | 651.9957 | -341.2885 | 993.2842 |
Avg Daily Profit (%) | 0.5906 | 0.5679 | 0.0227 | 0.1089 | 0 | 0.1292 |
Buy And Hold Return (%) | 50.6271 | 50.6271 | 50.6271 | 50.6271 | 50.6271 | 50.6271 |
Max Trade Drawdown | -148642 | -153110 | -20747 | -3346967 | -3685791 | -588870 |
Profit Factor | 2.1758 | 2.3636 | 1.2646 | 1.035 | 0.9789 | 1.4064 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 28 | 47 | 75 | 28 | 47 |
Losing Trades | 94 | 56 | 38 | 94 | 56 | 38 |
Profitability (%) | 44.3787 | 33.3333 | 55.2941 | 44.3787 | 33.3333 | 55.2941 |
Ratio Avg Win / Avg Loss | 2.727 | 4.7272 | 1.0225 | 1.2972 | 1.9578 | 1.1371 |
Largest Winning Trade | 518553 | 518553 | 19267 | 3152759 | 3152759 | 441522 |
Largest Losing Trade | -68599 | -68599 | -16725 | -2304469 | -2304469 | -588870 |
Avg Bars in Trades | 21 | 42 | 1 | 21 | 42 | 1 |
Avg Bars in Winners | 27 | 70 | 1 | 27 | 70 | 1 |
Avg Bars in Losers | 17 | 27 | 1 | 17 | 27 | 1 |
Bars Traded | 3654 | 3539 | 116 | 3654 | 3539 | 116 |
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 | 521736 | 319432 | -327789 | -230196 | -584811 | -18806 |
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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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