Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552662.7457 | 430832.9341 | 121829.8116 | 2584249.3412 | 3755866.4759 | -1171617.1347 |
Total P&L (%) | 552.6627 | 430.8329 | 121.8298 | 2584.2493 | 3755.8665 | -1171.6171 |
Avg Daily Profit (%) | 0.3045 | 0.2374 | 0.0671 | 0.1814 | 0.2014 | 0 |
Buy And Hold Return (%) | 253.1549 | 253.1549 | 253.1549 | 253.1549 | 253.1549 | 253.1549 |
Max Trade Drawdown | -57693 | -57286 | -71457 | -2492238 | -1845873 | -2642198 |
Profit Factor | 1.8296 | 2.4587 | 1.3285 | 1.2233 | 1.7292 | 0.8176 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Losing Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Profitability (%) | 50.9317 | 54.321 | 47.5 | 50.9317 | 54.321 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7627 | 2.0676 | 1.4684 | 1.1785 | 1.4541 | 0.9037 |
Largest Winning Trade | 95098 | 95098 | 38166 | 2240100 | 2240100 | 547039 |
Largest Losing Trade | -35637 | -31381 | -35637 | -1286726 | -664885 | -1286726 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Losers | 29 | 32 | 27 | 29 | 32 | 27 |
Bars Traded | 6789 | 3715 | 3074 | 6789 | 3715 | 3074 |
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 | 277140 | -7648 | -289257 | 304495 | -1181 | -601208 |
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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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