Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372363.3127 | 1379528.4318 | -7165.119 | 800533.9941 | 2068757.759 | -1268223.7649 |
Total P&L (%) | 1372.3633 | 1379.5284 | -7.1651 | 800.534 | 2068.7578 | -1268.2238 |
Avg Daily Profit (%) | 0.7537 | 0.7577 | -0.0039 | 0.1208 | 0.1691 | 0 |
Buy And Hold Return (%) | 632.2247 | 632.2247 | 632.2247 | 632.2247 | 632.2247 | 632.2247 |
Max Trade Drawdown | -145222 | -91244 | -144710 | -2477864 | -1321290 | -1774246 |
Profit Factor | 2.4944 | 4.0908 | 0.9848 | 1.1008 | 1.5931 | 0.7155 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 40.2174 | 38.0435 | 42.3913 | 40.2174 | 38.0435 | 42.3913 |
Ratio Avg Win / Avg Loss | 3.7078 | 6.6622 | 1.3383 | 1.6363 | 2.5945 | 0.9723 |
Largest Winning Trade | 949204 | 949204 | 78359 | 1127872 | 1127872 | 389865 |
Largest Losing Trade | -35381 | -27259 | -35381 | -952156 | -455954 | -952156 |
Avg Bars in Trades | 38 | 34 | 42 | 38 | 34 | 42 |
Avg Bars in Winners | 69 | 65 | 74 | 69 | 65 | 74 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 7107 | 3210 | 3897 | 7107 | 3210 | 3897 |
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 | 321589 | 334755 | -582378 | -225723 | 105575 | -584045 |
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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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