Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299140.1688 | 1399027.5685 | -99887.3996 | -36551.3933 | 49558.541 | -86109.9343 |
Total P&L (%) | 1299.1402 | 1399.0276 | -99.8874 | -36.5514 | 49.5585 | -86.1099 |
Avg Daily Profit (%) | 0.5748 | 0.619 | -0.0442 | -0.0201 | 0.0178 | -0.0873 |
Buy And Hold Return (%) | 530.4648 | 530.4648 | 530.4648 | 530.4648 | 530.4648 | 530.4648 |
Max Trade Drawdown | -177162 | -114126 | -230343 | -115104 | -81073 | -142794 |
Profit Factor | 2.2354 | 3.8424 | 0.8214 | 0.9384 | 1.1796 | 0.7285 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 53.8922 | 48.8095 | 59.0361 | 53.8922 | 48.8095 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.9125 | 4.0298 | 0.57 | 0.8028 | 1.2371 | 0.5055 |
Largest Winning Trade | 1160977 | 1160977 | 47947 | 119694 | 119694 | 32631 |
Largest Losing Trade | -54592 | -54592 | -52976 | -52791 | -27657 | -52791 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 32 | 26 | 37 | 32 | 26 | 37 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 4325 | 1945 | 2380 | 4325 | 1945 | 2380 |
Profit Streak | 0 | 0 | 49.3534 | 0 | 0 | 49.3534 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477289 | 526224 | -577897 | -579120 | -358351 | -577897 |
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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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