Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1243766.9882 | 1337902.0104 | -94135.0222 | 1536.979 | 518224.9518 | -516687.9727 |
Total P&L (%) | 1243.767 | 1337.902 | -94.135 | 1.537 | 518.225 | -516.688 |
Avg Daily Profit (%) | 0.5246 | 0.5643 | -0.0397 | 0.0006 | 0.0769 | 0 |
Buy And Hold Return (%) | 528.2272 | 528.2272 | 528.2272 | 528.2272 | 528.2272 | 528.2272 |
Max Trade Drawdown | -205621 | -128286 | -185445 | -1616107 | -1001714 | -723522 |
Profit Factor | 2.1576 | 3.6719 | 0.8359 | 1.0005 | 1.3245 | 0.6616 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 38.2857 | 36.3636 | 40.2299 | 38.2857 | 36.3636 | 40.2299 |
Ratio Avg Win / Avg Loss | 3.478 | 6.4257 | 1.2419 | 1.6127 | 2.3179 | 0.9829 |
Largest Winning Trade | 1072798 | 1072798 | 61674 | 1079616 | 1079616 | 198876 |
Largest Losing Trade | -66137 | -53709 | -66137 | -387868 | -387868 | -223837 |
Avg Bars in Trades | 52 | 48 | 57 | 52 | 48 | 57 |
Avg Bars in Winners | 88 | 81 | 95 | 88 | 81 | 95 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 9262 | 4226 | 5036 | 9262 | 4226 | 5036 |
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 | 243107 | 317678 | -583232 | -580240 | -259952 | -584899 |
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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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