Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806957.9282 | 1793699.852 | 13258.0762 | 524287.852 | 223816.6757 | 300471.1763 |
Total P&L (%) | 1806.9579 | 1793.6999 | 13.2581 | 524.2879 | 223.8167 | 300.4712 |
Avg Daily Profit (%) | 0.7613 | 0.7557 | 0.0056 | 0.0772 | 0.0495 | 0.0585 |
Buy And Hold Return (%) | 452.1936 | 452.1936 | 452.1936 | 452.1936 | 452.1936 | 452.1936 |
Max Trade Drawdown | -151166 | -103733 | -130099 | -704084 | -793160 | -445352 |
Profit Factor | 3.0753 | 5.0055 | 1.0314 | 1.1152 | 1.0916 | 1.1427 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 51.462 | 48.2353 | 54.6512 | 51.462 | 48.2353 | 54.6512 |
Ratio Avg Win / Avg Loss | 2.9006 | 5.3717 | 0.8558 | 1.0519 | 1.1714 | 0.9482 |
Largest Winning Trade | 1558072 | 1558072 | 49601 | 824639 | 824639 | 231412 |
Largest Losing Trade | -70291 | -58362 | -70291 | -367158 | -202157 | -367158 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 4575 | 2089 | 2486 | 4575 | 2089 | 2486 |
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 | 642520 | 633577 | -538287 | -298035 | -413090 | -345248 |
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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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