Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432598.3051 | 1434665.6559 | -2067.3508 | 1133261.5667 | 1841518.2108 | -708256.644 |
Total P&L (%) | 1432.5983 | 1434.6657 | -2.0674 | 1133.2616 | 1841.5182 | -708.2566 |
Avg Daily Profit (%) | 0.7896 | 0.7908 | -0.0011 | 0.1386 | 0.1636 | 0 |
Buy And Hold Return (%) | 556.0336 | 556.0336 | 556.0336 | 556.0336 | 556.0336 | 556.0336 |
Max Trade Drawdown | -125184 | -94378 | -136601 | -1557034 | -1079886 | -1164647 |
Profit Factor | 2.642 | 4.556 | 0.9956 | 1.1664 | 1.6031 | 0.8114 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 31.9767 | 29.0698 | 34.8837 | 31.9767 | 29.0698 | 34.8837 |
Ratio Avg Win / Avg Loss | 5.6203 | 11.1167 | 1.8584 | 2.4814 | 3.9115 | 1.5146 |
Largest Winning Trade | 958875 | 958875 | 77452 | 1003984 | 1003984 | 455198 |
Largest Losing Trade | -46322 | -26842 | -46322 | -731258 | -260017 | -731258 |
Avg Bars in Trades | 41 | 39 | 44 | 41 | 39 | 44 |
Avg Bars in Winners | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 7154 | 3369 | 3785 | 7154 | 3369 | 3785 |
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 | 306752 | 175334 | -584202 | -56696 | -4274 | -584202 |
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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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