Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1211785.5562 | 1119574.022 | 92211.5343 | 5659265.9636 | 3823915.9273 | 1835350.0364 |
Total P&L (%) | 1211.7856 | 1119.574 | 92.2115 | 5659.266 | 3823.9159 | 1835.35 |
Avg Daily Profit (%) | 0.6677 | 0.6169 | 0.0508 | 0.2236 | 0.2024 | 0.1634 |
Buy And Hold Return (%) | 579.7222 | 579.7222 | 579.7222 | 579.7222 | 579.7222 | 579.7222 |
Max Trade Drawdown | -90777 | -64135 | -101662 | -882985 | -794370 | -641228 |
Profit Factor | 2.7534 | 4.3465 | 1.2586 | 1.7395 | 1.9389 | 1.5127 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 56.9832 | 59.5506 | 54.4444 | 56.9832 | 59.5506 | 54.4444 |
Ratio Avg Win / Avg Loss | 2.0785 | 2.9523 | 1.0531 | 1.3132 | 1.317 | 1.2657 |
Largest Winning Trade | 576213 | 576213 | 75313 | 1271779 | 1194670 | 1271779 |
Largest Losing Trade | -58925 | -58925 | -42656 | -731755 | -731755 | -577038 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 7124 | 3308 | 3816 | 7124 | 3308 | 3816 |
Profit Streak | 0 | 21.661 | 0 | 0 | 21.661 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462431 | 487437 | -290741 | 441671 | 443907 | 230664 |
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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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