Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001167.3686 | 1088255.6902 | -87088.3216 | 69066.8426 | 370902.5591 | -301835.7166 |
Total P&L (%) | 1001.1674 | 1088.2557 | -87.0883 | 69.0668 | 370.9026 | -301.8357 |
Avg Daily Profit (%) | 0.5527 | 0.6007 | -0.0481 | 0.029 | 0.0856 | 0 |
Buy And Hold Return (%) | 493.0859 | 493.0859 | 493.0859 | 493.0859 | 493.0859 | 493.0859 |
Max Trade Drawdown | -221306 | -117675 | -191108 | -394628 | -245486 | -323364 |
Profit Factor | 2.2009 | 3.6111 | 0.7911 | 1.0473 | 1.5238 | 0.5986 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 37.7049 | 38.4615 | 36.9565 | 37.7049 | 38.4615 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.6362 | 5.7778 | 1.3496 | 1.7303 | 2.4381 | 1.0211 |
Largest Winning Trade | 648553 | 648553 | 77362 | 361579 | 361579 | 84124 |
Largest Losing Trade | -53441 | -53441 | -49116 | -74370 | -72952 | -74370 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 93 | 85 | 102 | 93 | 85 | 102 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 10729 | 5088 | 5641 | 10729 | 5088 | 5641 |
Profit Streak | 0 | 6.6148 | 0 | 0 | 6.6148 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 170305 | 344224 | -584492 | -491131 | -245094 | -584492 |
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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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