Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476729.0642 | 1508327.9831 | -31598.9189 | 533013.9046 | 9947421.2144 | -9414407.3098 |
Total P&L (%) | 1476.7291 | 1508.328 | -31.5989 | 533.0139 | 9947.4212 | -9414.4073 |
Avg Daily Profit (%) | 0.8141 | 0.8315 | -0.0174 | 0.1018 | 0.2545 | 0 |
Buy And Hold Return (%) | 611.6848 | 611.6848 | 611.6848 | 611.6848 | 611.6848 | 611.6848 |
Max Trade Drawdown | -298517 | -139877 | -159621 | -21737002 | -10276150 | -11460852 |
Profit Factor | 2.5601 | 4.6203 | 0.9404 | 1.0099 | 1.4054 | 0.6784 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 36.9697 | 34.1463 | 39.759 | 36.9697 | 34.1463 | 39.759 |
Ratio Avg Win / Avg Loss | 4.3647 | 8.9105 | 1.4248 | 1.7218 | 2.7103 | 1.0279 |
Largest Winning Trade | 1085575 | 1085575 | 75138 | 15256576 | 15256576 | 2780033 |
Largest Losing Trade | -36175 | -19478 | -36175 | -2984209 | -2570708 | -2984209 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 109 | 92 | 123 | 109 | 92 | 123 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 10612 | 4767 | 5845 | 10612 | 4767 | 5845 |
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 | 350234 | 226914 | -583425 | -435188 | -281 | -583425 |
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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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