Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1425328.1645 | 1442837.5371 | -17509.3726 | 763305.5012 | 1926622.474 | -1163316.9728 |
Total P&L (%) | 1425.3282 | 1442.8375 | -17.5094 | 763.3055 | 1926.6225 | -1163.317 |
Avg Daily Profit (%) | 0.781 | 0.7906 | -0.0096 | 0.1182 | 0.165 | 0 |
Buy And Hold Return (%) | 643.5666 | 643.5666 | 643.5666 | 643.5666 | 643.5666 | 643.5666 |
Max Trade Drawdown | -143445 | -105766 | -108626 | -2524419 | -1456950 | -1299909 |
Profit Factor | 2.5849 | 4.1678 | 0.9606 | 1.093 | 1.4746 | 0.7197 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 36.2573 | 36.4706 | 36.0465 | 36.2573 | 36.4706 | 36.0465 |
Ratio Avg Win / Avg Loss | 4.5444 | 7.26 | 1.7042 | 1.9215 | 2.5687 | 1.2769 |
Largest Winning Trade | 932267 | 932267 | 76421 | 1557930 | 1557930 | 760445 |
Largest Losing Trade | -30795 | -30795 | -25593 | -686223 | -521381 | -686223 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 111 | 99 | 122 | 111 | 99 | 122 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 10697 | 4865 | 5832 | 10697 | 4865 | 5832 |
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 | 288954 | 338619 | -583750 | -264290 | 46654 | -584861 |
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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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