Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323033.0071 | 1350503.3816 | -27470.3745 | 538541.896 | 1537138.3867 | -998596.4907 |
Total P&L (%) | 1323.033 | 1350.5034 | -27.4704 | 538.5419 | 1537.1384 | -998.5965 |
Avg Daily Profit (%) | 0.7264 | 0.7415 | -0.0151 | 0.1019 | 0.1536 | 0 |
Buy And Hold Return (%) | 568.6604 | 568.6604 | 568.6604 | 568.6604 | 568.6604 | 568.6604 |
Max Trade Drawdown | -136568 | -103785 | -134869 | -1132164 | -685343 | -1007049 |
Profit Factor | 2.4964 | 4.1403 | 0.9395 | 1.1002 | 1.5896 | 0.6393 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 37.7246 | 36.1446 | 39.2857 | 37.7246 | 36.1446 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.1211 | 7.3146 | 1.452 | 1.8162 | 2.8083 | 0.988 |
Largest Winning Trade | 888075 | 888075 | 75024 | 1051559 | 1051559 | 278778 |
Largest Losing Trade | -33702 | -32802 | -33702 | -499049 | -249485 | -499049 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 7131 | 3224 | 3907 | 7131 | 3224 | 3907 |
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 | 312654 | 349951 | -583607 | -335476 | 54391 | -585274 |
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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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