Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051166.1151 | 1105797.687 | -54631.5718 | 288697.845 | 1265850.5429 | -977152.698 |
Total P&L (%) | 1051.1661 | 1105.7977 | -54.6316 | 288.6978 | 1265.8505 | -977.1527 |
Avg Daily Profit (%) | 0.5779 | 0.6079 | -0.03 | 0.0747 | 0.1438 | 0 |
Buy And Hold Return (%) | 645.3416 | 645.3416 | 645.3416 | 645.3416 | 645.3416 | 645.3416 |
Max Trade Drawdown | -134371 | -105962 | -92362 | -1444015 | -758099 | -999193 |
Profit Factor | 2.1041 | 3.4179 | 0.8896 | 1.0416 | 1.3807 | 0.7294 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 47.5138 | 47.7778 | 47.2527 | 47.5138 | 47.7778 | 47.2527 |
Ratio Avg Win / Avg Loss | 2.3243 | 3.7359 | 0.993 | 1.1506 | 1.5091 | 0.8142 |
Largest Winning Trade | 657801 | 657801 | 78108 | 656828 | 656828 | 401605 |
Largest Losing Trade | -47612 | -47612 | -37329 | -432880 | -291862 | -432880 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 74 | 65 | 83 | 74 | 65 | 83 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 10734 | 4697 | 6037 | 10734 | 4697 | 6037 |
Profit Streak | 0 | 69.6575 | 0 | 0 | 69.6575 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 211916 | 344390 | -582157 | -433795 | -5770 | -582157 |
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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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