Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020075.7902 | 1017180.626 | 2895.1642 | 1236052.3621 | 3366880.994 | -2130828.6319 |
Total P&L (%) | 1020.0758 | 1017.1806 | 2.8952 | 1236.0524 | 3366.881 | -2130.8286 |
Avg Daily Profit (%) | 0.5616 | 0.56 | 0.0016 | 0.1428 | 0.1954 | 0 |
Buy And Hold Return (%) | 655.6321 | 655.6321 | 655.6321 | 655.6321 | 655.6321 | 655.6321 |
Max Trade Drawdown | -110144 | -63226 | -88289 | -4129485 | -2136601 | -2783428 |
Profit Factor | 2.2508 | 3.6257 | 1.0068 | 1.0963 | 1.5501 | 0.6828 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Profitability (%) | 49.4624 | 53.7634 | 45.1613 | 49.4624 | 53.7634 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2997 | 3.1181 | 1.2225 | 1.1201 | 1.3331 | 0.8292 |
Largest Winning Trade | 651429 | 651429 | 74734 | 2793004 | 2793004 | 692224 |
Largest Losing Trade | -42568 | -42568 | -36399 | -1044213 | -523463 | -1044213 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 51 | 33 | 72 | 51 | 33 | 72 |
Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
Bars Traded | 7049 | 2898 | 4151 | 7049 | 2898 | 4151 |
Profit Streak | 0 | 14.9724 | 0 | 0 | 14.9724 | 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 | 227807 | 316498 | -571735 | -123462 | 328914 | -582965 |
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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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