Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296574.279 | 1343975.8941 | -47401.6151 | 357923.3479 | 1263620.9467 | -905697.5988 |
Total P&L (%) | 1296.5743 | 1343.9759 | -47.4016 | 357.9233 | 1263.6209 | -905.6976 |
Avg Daily Profit (%) | 0.7157 | 0.7419 | -0.0262 | 0.084 | 0.1443 | 0 |
Buy And Hold Return (%) | 492.473 | 492.473 | 492.473 | 492.473 | 492.473 | 492.473 |
Max Trade Drawdown | -141165 | -107908 | -130120 | -1211071 | -688266 | -903770 |
Profit Factor | 2.4022 | 3.9094 | 0.8976 | 1.0717 | 1.5169 | 0.6444 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Profitability (%) | 36.3636 | 31.7073 | 40.9639 | 36.3636 | 31.7073 | 40.9639 |
Ratio Avg Win / Avg Loss | 4.2038 | 8.4201 | 1.2935 | 1.8755 | 3.2671 | 0.9286 |
Largest Winning Trade | 888075 | 888075 | 76881 | 864380 | 864380 | 302477 |
Largest Losing Trade | -33702 | -30297 | -33702 | -470383 | -235605 | -470383 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 81 | 78 | 83 | 81 | 78 | 83 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7131 | 3241 | 3889 | 7131 | 3241 | 3889 |
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 | 329257 | 170665 | -582957 | -391523 | -12493 | -584624 |
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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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