Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237695.3111 | 1224148.4209 | 13546.8902 | 853111.8066 | 899924.4185 | -46812.6119 |
Total P&L (%) | 1237.6953 | 1224.1484 | 13.5469 | 853.1118 | 899.9244 | -46.8126 |
Avg Daily Profit (%) | 0.4951 | 0.4897 | 0.0054 | 0.0902 | 0.0922 | -0.0253 |
Buy And Hold Return (%) | 471.2866 | 471.2866 | 471.2866 | 471.2866 | 471.2866 | 471.2866 |
Max Trade Drawdown | -127496 | -67257 | -75878 | -1129342 | -957653 | -696202 |
Profit Factor | 2.717 | 4.1708 | 1.0405 | 1.1349 | 1.2687 | 0.9843 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 43.1138 | 42.8571 | 43.3735 | 43.1138 | 42.8571 | 43.3735 |
Ratio Avg Win / Avg Loss | 3.5849 | 5.5611 | 1.3584 | 1.4974 | 1.6915 | 1.285 |
Largest Winning Trade | 825270 | 825270 | 54612 | 1071577 | 1071577 | 620349 |
Largest Losing Trade | -38610 | -38610 | -33481 | -628050 | -474164 | -628050 |
Avg Bars in Trades | 58 | 58 | 59 | 58 | 58 | 59 |
Avg Bars in Winners | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Losers | 33 | 37 | 30 | 33 | 37 | 30 |
Bars Traded | 9788 | 4890 | 4898 | 9788 | 4890 | 4898 |
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 | 377911 | 400491 | -530285 | -154202 | -79116 | -582020 |
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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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