Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639768.2801 | 1640237.9164 | -469.6363 | 666261.1507 | 3650185.1499 | -2983923.9993 |
Total P&L (%) | 1639.7683 | 1640.2379 | -0.4696 | 666.2612 | 3650.1852 | -2983.924 |
Avg Daily Profit (%) | 0.9001 | 0.9004 | -0.0003 | 0.1118 | 0.1991 | 0 |
Buy And Hold Return (%) | 647.7817 | 647.7817 | 647.7817 | 647.7817 | 647.7817 | 647.7817 |
Max Trade Drawdown | -197993 | -94775 | -114800 | -10167958 | -4573395 | -5643082 |
Profit Factor | 2.693 | 4.058 | 0.9989 | 1.0267 | 1.2797 | 0.7492 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 39.2857 | 34.5238 | 44.0476 | 39.2857 | 34.5238 | 44.0476 |
Ratio Avg Win / Avg Loss | 4.162 | 7.6962 | 1.2689 | 1.5867 | 2.4269 | 0.9516 |
Largest Winning Trade | 1123905 | 1123905 | 64635 | 7785179 | 7785179 | 1117024 |
Largest Losing Trade | -33904 | -32283 | -33904 | -2151089 | -1355581 | -2151089 |
Avg Bars in Trades | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Winners | 60 | 64 | 56 | 60 | 64 | 56 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 6975 | 3444 | 3531 | 6975 | 3444 | 3531 |
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 | 416743 | 377363 | -581755 | -393494 | 66355 | -583422 |
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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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