Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262123.0533 | 1264138.8913 | -2015.838 | 589053.615 | 1016498.4561 | -427444.841 |
Total P&L (%) | 1262.1231 | 1264.1389 | -2.0158 | 589.0536 | 1016.4985 | -427.4448 |
Avg Daily Profit (%) | 0.6939 | 0.695 | -0.0011 | 0.1062 | 0.1327 | 0 |
Buy And Hold Return (%) | 618.8166 | 618.8166 | 618.8166 | 618.8166 | 618.8166 | 618.8166 |
Max Trade Drawdown | -176665 | -175101 | -46879 | -2735505 | -2391479 | -813260 |
Profit Factor | 2.48 | 3.1155 | 0.9921 | 1.0806 | 1.1968 | 0.8005 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 75 | 44 | 31 | 75 | 44 | 31 |
Profitability (%) | 52.2293 | 43.5897 | 60.7595 | 52.2293 | 43.5897 | 60.7595 |
Ratio Avg Win / Avg Loss | 2.2683 | 4.0318 | 0.6407 | 0.9884 | 1.5488 | 0.517 |
Largest Winning Trade | 737122 | 737122 | 18362 | 1143455 | 1143455 | 199600 |
Largest Losing Trade | -40911 | -40911 | -27518 | -666248 | -666248 | -411693 |
Avg Bars in Trades | 44 | 77 | 11 | 44 | 77 | 11 |
Avg Bars in Winners | 47 | 100 | 10 | 47 | 100 | 10 |
Avg Bars in Losers | 40 | 58 | 13 | 40 | 58 | 13 |
Bars Traded | 6957 | 6014 | 943 | 6957 | 6014 | 943 |
Profit Streak | 0 | 82.2643 | 0 | 0 | 82.2643 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412985 | -24775 | -605785 | -349013 | -63973 | -605785 |
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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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