Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1501922.7538 | 1549718.3453 | -47795.5915 | 175104.4969 | 433187.5564 | -258083.0596 |
Total P&L (%) | 1501.9228 | 1549.7183 | -47.7956 | 175.1045 | 433.1876 | -258.0831 |
Avg Daily Profit (%) | 0.8251 | 0.8513 | -0.0263 | 0.0556 | 0.092 | 0 |
Buy And Hold Return (%) | 636.0467 | 636.0467 | 636.0467 | 636.0467 | 636.0467 | 636.0467 |
Max Trade Drawdown | -173731 | -141549 | -84083 | -994817 | -920926 | -420761 |
Profit Factor | 2.6348 | 3.6224 | 0.8542 | 1.0348 | 1.1319 | 0.8519 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 43.6214 | 38.843 | 48.3607 | 43.6214 | 38.843 | 48.3607 |
Ratio Avg Win / Avg Loss | 3.4054 | 5.7033 | 0.9121 | 1.3375 | 1.7822 | 0.9097 |
Largest Winning Trade | 857861 | 857861 | 64276 | 906284 | 906284 | 284797 |
Largest Losing Trade | -41107 | -41107 | -24585 | -285598 | -285598 | -118007 |
Avg Bars in Trades | 41 | 65 | 18 | 41 | 65 | 18 |
Avg Bars in Winners | 54 | 94 | 22 | 54 | 94 | 22 |
Avg Bars in Losers | 32 | 47 | 14 | 32 | 47 | 14 |
Bars Traded | 10205 | 7951 | 2254 | 10205 | 7951 | 2254 |
Profit Streak | 0 | 81.0494 | 0 | 0 | 81.0494 | 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 | 450864 | 432088 | -581367 | -467854 | -314235 | -581367 |
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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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