Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199325.2879 | 1219630.3709 | -20305.083 | 579764.5882 | 1784319.6025 | -1204555.0144 |
Total P&L (%) | 1199.3253 | 1219.6304 | -20.3051 | 579.7646 | 1784.3196 | -1204.555 |
Avg Daily Profit (%) | 0.6581 | 0.6692 | -0.0111 | 0.1052 | 0.1612 | 0 |
Buy And Hold Return (%) | 653.6021 | 653.6021 | 653.6021 | 653.6021 | 653.6021 | 653.6021 |
Max Trade Drawdown | -126112 | -71086 | -104112 | -2296131 | -1469362 | -1301631 |
Profit Factor | 2.4374 | 3.987 | 0.9523 | 1.0783 | 1.4991 | 0.6857 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Profitability (%) | 46.5116 | 48.8372 | 44.186 | 46.5116 | 48.8372 | 44.186 |
Ratio Avg Win / Avg Loss | 2.803 | 4.1768 | 1.203 | 1.24 | 1.5705 | 0.8661 |
Largest Winning Trade | 616982 | 616982 | 71962 | 2142247 | 2142247 | 455657 |
Largest Losing Trade | -34732 | -31235 | -34732 | -351223 | -351223 | -320091 |
Avg Bars in Trades | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Winners | 60 | 51 | 71 | 60 | 51 | 71 |
Avg Bars in Losers | 24 | 28 | 20 | 24 | 28 | 20 |
Bars Traded | 7117 | 3426 | 3690 | 7117 | 3426 | 3690 |
Profit Streak | 0 | 21.1774 | 0 | 0 | 21.1774 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293479 | 417408 | -581696 | -352767 | 253573 | -583363 |
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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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