Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405354.6116 | 1448690.159 | -43335.5474 | 156691.7579 | 391722.6455 | -235030.8877 |
Total P&L (%) | 1405.3546 | 1448.6902 | -43.3355 | 156.6918 | 391.7226 | -235.0309 |
Avg Daily Profit (%) | 0.7739 | 0.7978 | -0.0239 | 0.0519 | 0.0878 | 0 |
Buy And Hold Return (%) | 611.0822 | 611.0822 | 611.0822 | 611.0822 | 611.0822 | 611.0822 |
Max Trade Drawdown | -181991 | -163609 | -62351 | -956999 | -871256 | -311470 |
Profit Factor | 2.5538 | 3.2951 | 0.8414 | 1.045 | 1.1587 | 0.7676 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 42.6966 | 41.573 | 43.8202 | 42.6966 | 41.573 | 43.8202 |
Ratio Avg Win / Avg Loss | 3.4275 | 4.631 | 1.0787 | 1.4025 | 1.6285 | 0.9841 |
Largest Winning Trade | 932547 | 932547 | 29028 | 575194 | 575194 | 116903 |
Largest Losing Trade | -46076 | -46076 | -19097 | -339946 | -339946 | -121005 |
Avg Bars in Trades | 119 | 196 | 42 | 119 | 196 | 42 |
Avg Bars in Winners | 163 | 280 | 51 | 163 | 280 | 51 |
Avg Bars in Losers | 86 | 136 | 34 | 86 | 136 | 34 |
Bars Traded | 21209 | 17464 | 3745 | 21209 | 17464 | 3745 |
Profit Streak | 0 | 85.8548 | 0 | 0 | 85.8548 | 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 | 396501 | 431786 | -581830 | -462241 | -289437 | -583497 |
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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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