Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453747.0643 | 1394915.0321 | 58832.0322 | 1761898.1771 | 2389193.3833 | -627295.2062 |
Total P&L (%) | 1453.7471 | 1394.915 | 58.832 | 1761.8982 | 2389.1934 | -627.2952 |
Avg Daily Profit (%) | 0.7978 | 0.7655 | 0.0323 | 0.1606 | 0.1766 | 0 |
Buy And Hold Return (%) | 658.9629 | 658.9629 | 658.9629 | 658.9629 | 658.9629 | 658.9629 |
Max Trade Drawdown | -109862 | -87273 | -78859 | -4133785 | -2749923 | -2800142 |
Profit Factor | 3.0866 | 4.5385 | 1.1945 | 1.1024 | 1.2531 | 0.9192 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 45.3416 | 42.5 | 48.1481 | 45.3416 | 42.5 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.7209 | 6.1404 | 1.2864 | 1.3289 | 1.6954 | 0.9899 |
Largest Winning Trade | 869921 | 869921 | 52647 | 3943255 | 3943255 | 1437623 |
Largest Losing Trade | -32983 | -32983 | -28383 | -1384320 | -1384320 | -1181681 |
Avg Bars in Trades | 64 | 93 | 34 | 64 | 93 | 34 |
Avg Bars in Winners | 69 | 108 | 35 | 69 | 108 | 35 |
Avg Bars in Losers | 59 | 82 | 34 | 59 | 82 | 34 |
Bars Traded | 10305 | 7495 | 2810 | 10305 | 7495 | 2810 |
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 | 452217 | -8156 | -334794 | -104555 | -16183 | -593456 |
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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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