Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233523.1693 | 1264307.7697 | -30784.6004 | 224392.2793 | 574393.6799 | -350001.4006 |
Total P&L (%) | 1233.5232 | 1264.3078 | -30.7846 | 224.3923 | 574.3937 | -350.0014 |
Avg Daily Profit (%) | 0.6788 | 0.6957 | -0.0169 | 0.0648 | 0.1051 | 0 |
Buy And Hold Return (%) | 647.8027 | 647.8027 | 647.8027 | 647.8027 | 647.8027 | 647.8027 |
Max Trade Drawdown | -146950 | -116801 | -62965 | -1540765 | -1219321 | -488541 |
Profit Factor | 2.3454 | 2.9234 | 0.8814 | 1.0323 | 1.114 | 0.8165 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 87 | 37 | 50 | 87 | 37 | 50 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 45.5497 | 38.9474 | 52.0833 | 45.5497 | 38.9474 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.8037 | 4.5826 | 0.8108 | 1.234 | 1.7463 | 0.7512 |
Largest Winning Trade | 857861 | 857861 | 20785 | 1140096 | 1140096 | 182062 |
Largest Losing Trade | -49560 | -49560 | -22452 | -399760 | -399760 | -214862 |
Avg Bars in Trades | 54 | 102 | 7 | 54 | 102 | 7 |
Avg Bars in Winners | 67 | 149 | 6 | 67 | 149 | 6 |
Avg Bars in Losers | 43 | 72 | 7 | 43 | 72 | 7 |
Bars Traded | 10432 | 9733 | 699 | 10432 | 9733 | 699 |
Profit Streak | 0 | 82.236 | 0 | 0 | 82.236 | 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 | 300174 | 237768 | -580528 | -457932 | -316070 | -580528 |
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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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