Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1333762.1865 | 1344794.8748 | -11032.6883 | 261156.3632 | 718707.6758 | -457551.3126 |
Total P&L (%) | 1333.7622 | 1344.7949 | -11.0327 | 261.1564 | 718.7077 | -457.5513 |
Avg Daily Profit (%) | 0.7304 | 0.7365 | -0.006 | 0.0704 | 0.1152 | 0 |
Buy And Hold Return (%) | 793.6818 | 793.6818 | 793.6818 | 793.6818 | 793.6818 | 793.6818 |
Max Trade Drawdown | -162912 | -91959 | -152978 | -1907104 | -1219571 | -1017385 |
Profit Factor | 2.3201 | 3.9511 | 0.9801 | 1.0545 | 1.2923 | 0.8039 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 51.3228 | 52.1277 | 50.5263 | 51.3228 | 52.1277 | 50.5263 |
Ratio Avg Win / Avg Loss | 2.2005 | 3.6286 | 0.9597 | 1.0001 | 1.1868 | 0.7871 |
Largest Winning Trade | 937660 | 937660 | 58524 | 582056 | 582056 | 222430 |
Largest Losing Trade | -82119 | -48904 | -82119 | -784222 | -784222 | -576104 |
Avg Bars in Trades | 28 | 29 | 26 | 28 | 29 | 26 |
Avg Bars in Winners | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Losers | 26 | 31 | 21 | 26 | 31 | 21 |
Bars Traded | 5320 | 2791 | 2529 | 5320 | 2791 | 2529 |
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 | 338726 | 395017 | -580732 | -423916 | -204264 | -580732 |
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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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