Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070318.1143 | 1071335.7182 | -1017.604 | 747714.8586 | 1562772.9982 | -815058.1397 |
Total P&L (%) | 1070.3181 | 1071.3357 | -1.0176 | 747.7149 | 1562.773 | -815.0581 |
Avg Daily Profit (%) | 0.5832 | 0.5838 | -0.0006 | 0.1165 | 0.1533 | 0 |
Buy And Hold Return (%) | 570.1578 | 570.1578 | 570.1578 | 570.1578 | 570.1578 | 570.1578 |
Max Trade Drawdown | -145962 | -79961 | -108901 | -1987579 | -977115 | -1185614 |
Profit Factor | 2.3721 | 4.2437 | 0.9977 | 1.1242 | 1.6161 | 0.766 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Losing Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Profitability (%) | 47.8261 | 52.1739 | 43.4783 | 47.8261 | 52.1739 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.5877 | 3.89 | 1.2971 | 1.2264 | 1.4814 | 0.9959 |
Largest Winning Trade | 591112 | 591112 | 77179 | 1175248 | 1175248 | 560527 |
Largest Losing Trade | -48507 | -43848 | -48507 | -424859 | -305612 | -424859 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 54 | 48 | 60 | 54 | 48 | 60 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7126 | 3378 | 3748 | 7126 | 3378 | 3748 |
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 | 296713 | 390093 | -581956 | -189701 | 223874 | -583622 |
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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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