Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115590.7456 | 1157281.0412 | -41690.2956 | 217656.2182 | 395500.4596 | -177844.2415 |
Total P&L (%) | 1115.5907 | 1157.281 | -41.6903 | 217.6562 | 395.5005 | -177.8442 |
Avg Daily Profit (%) | 0.6154 | 0.6384 | -0.023 | 0.0638 | 0.0883 | 0 |
Buy And Hold Return (%) | 478.7472 | 478.7472 | 478.7472 | 478.7472 | 478.7472 | 478.7472 |
Max Trade Drawdown | -190101 | -174973 | -101223 | -738611 | -680784 | -417604 |
Profit Factor | 1.9266 | 2.3309 | 0.8753 | 1.0549 | 1.135 | 0.8276 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 196 | 105 | 91 | 196 | 105 | 91 |
Profitability (%) | 41.1411 | 36.747 | 45.509 | 41.1411 | 36.747 | 45.509 |
Ratio Avg Win / Avg Loss | 2.7563 | 4.0121 | 1.0481 | 1.5093 | 1.9537 | 0.9909 |
Largest Winning Trade | 631705 | 631705 | 18956 | 459395 | 459395 | 77613 |
Largest Losing Trade | -39594 | -39594 | -20992 | -187391 | -187391 | -93292 |
Avg Bars in Trades | 64 | 118 | 10 | 64 | 118 | 10 |
Avg Bars in Winners | 99 | 207 | 12 | 99 | 207 | 12 |
Avg Bars in Losers | 39 | 66 | 8 | 39 | 66 | 8 |
Bars Traded | 21410 | 19651 | 1759 | 21410 | 19651 | 1759 |
Profit Streak | 0 | 38.3908 | 0 | 0 | 38.3908 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318791 | 297546 | -580260 | -434224 | -315589 | -581927 |
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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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