Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353635.5426 | 1380147.7746 | -26512.232 | 292688.4499 | 607029.7146 | -314341.2647 |
Total P&L (%) | 1353.6355 | 1380.1478 | -26.5122 | 292.6885 | 607.0297 | -314.3413 |
Avg Daily Profit (%) | 0.742 | 0.7565 | -0.0145 | 0.075 | 0.1073 | 0 |
Buy And Hold Return (%) | 617.9767 | 617.9767 | 617.9767 | 617.9767 | 617.9767 | 617.9767 |
Max Trade Drawdown | -136184 | -113308 | -86050 | -1892115 | -1504532 | -1295545 |
Profit Factor | 2.1515 | 3.1166 | 0.9494 | 1.0264 | 1.0978 | 0.9357 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 132 | 60 | 72 | 132 | 60 | 72 |
Losing Trades | 195 | 103 | 92 | 195 | 103 | 92 |
Profitability (%) | 40.367 | 36.8098 | 43.9024 | 40.367 | 36.8098 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.1784 | 5.3501 | 1.2131 | 1.5162 | 1.8845 | 1.1956 |
Largest Winning Trade | 820063 | 820063 | 34078 | 1567929 | 1567929 | 486739 |
Largest Losing Trade | -33837 | -33837 | -27190 | -567219 | -458366 | -567219 |
Avg Bars in Trades | 63 | 93 | 34 | 63 | 93 | 34 |
Avg Bars in Winners | 93 | 159 | 38 | 93 | 159 | 38 |
Avg Bars in Losers | 43 | 55 | 31 | 43 | 55 | 31 |
Bars Traded | 20893 | 15228 | 5664 | 20893 | 15228 | 5664 |
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 | 327857 | 309057 | -581178 | -451015 | -331823 | -581178 |
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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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