Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1356072.7683 | 1379182.8031 | -23110.0347 | 299884.2888 | 491685.737 | -191801.4482 |
Total P&L (%) | 1356.0728 | 1379.1828 | -23.11 | 299.8843 | 491.6857 | -191.8014 |
Avg Daily Profit (%) | 0.7454 | 0.7581 | -0.0127 | 0.0762 | 0.0978 | 0 |
Buy And Hold Return (%) | 664.31 | 664.31 | 664.31 | 664.31 | 664.31 | 664.31 |
Max Trade Drawdown | -169947 | -156441 | -83353 | -3032885 | -3395966 | -1512720 |
Profit Factor | 2.3769 | 3.1274 | 0.9313 | 1.0246 | 1.057 | 0.9466 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
Profitability (%) | 43.3673 | 38.7755 | 47.9592 | 43.3673 | 38.7755 | 47.9592 |
Ratio Avg Win / Avg Loss | 3.1039 | 4.938 | 1.0106 | 1.338 | 1.669 | 1.0271 |
Largest Winning Trade | 946387 | 946387 | 35041 | 1645289 | 1645289 | 432326 |
Largest Losing Trade | -43674 | -43674 | -24053 | -1177651 | -1177651 | -501063 |
Avg Bars in Trades | 108 | 174 | 41 | 108 | 174 | 41 |
Avg Bars in Winners | 146 | 264 | 51 | 146 | 264 | 51 |
Avg Bars in Losers | 78 | 117 | 33 | 78 | 117 | 33 |
Bars Traded | 21226 | 17119 | 4107 | 21226 | 17119 | 4107 |
Profit Streak | 0 | 89.0047 | 0 | 0 | 89.0047 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326159 | 298896 | -580197 | -452030 | -388996 | -580197 |
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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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