Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186492.4571 | 1213864.158 | -27371.7009 | 394870.8907 | 1323708.7493 | -928837.8586 |
Total P&L (%) | 1186.4925 | 1213.8642 | -27.3717 | 394.8709 | 1323.7087 | -928.8379 |
Avg Daily Profit (%) | 0.6549 | 0.67 | -0.0151 | 0.0883 | 0.1467 | 0 |
Buy And Hold Return (%) | 494.1991 | 494.1991 | 494.1991 | 494.1991 | 494.1991 | 494.1991 |
Max Trade Drawdown | -131031 | -81630 | -79840 | -2938236 | -1437569 | -1588966 |
Profit Factor | 2.2061 | 3.4447 | 0.9438 | 1.0388 | 1.2691 | 0.8235 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 43.2584 | 42.6966 | 43.8202 | 43.2584 | 42.6966 | 43.8202 |
Ratio Avg Win / Avg Loss | 2.8937 | 4.6232 | 1.21 | 1.3626 | 1.7032 | 1.0558 |
Largest Winning Trade | 530059 | 530059 | 62963 | 2043979 | 2043979 | 490838 |
Largest Losing Trade | -28300 | -25804 | -28300 | -796311 | -334976 | -796311 |
Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Winners | 81 | 80 | 83 | 81 | 80 | 83 |
Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
Bars Traded | 10624 | 5114 | 5510 | 10624 | 5114 | 5510 |
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 | 367819 | 419002 | -581830 | -420415 | -2348 | -581830 |
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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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