Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142196.3953 | 1173006.0201 | -30809.6248 | 461965.7499 | 1017572.0291 | -555606.2792 |
Total P&L (%) | 1142.1964 | 1173.006 | -30.8096 | 461.9658 | 1017.572 | -555.6063 |
Avg Daily Profit (%) | 0.6295 | 0.6465 | -0.017 | 0.0952 | 0.1331 | 0 |
Buy And Hold Return (%) | 561.6142 | 561.6142 | 561.6142 | 561.6142 | 561.6142 | 561.6142 |
Max Trade Drawdown | -156629 | -78600 | -110304 | -1773901 | -957109 | -918632 |
Profit Factor | 2.7103 | 4.8846 | 0.9158 | 1.0998 | 1.4923 | 0.7831 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 37.0787 | 38.6364 | 35.5556 | 37.0787 | 38.6364 | 35.5556 |
Ratio Avg Win / Avg Loss | 4.5993 | 7.7578 | 1.6599 | 1.8664 | 2.3701 | 1.4193 |
Largest Winning Trade | 704283 | 704283 | 75356 | 1093522 | 1093522 | 475533 |
Largest Losing Trade | -32142 | -31009 | -32142 | -399781 | -399781 | -292837 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 111 | 93 | 130 | 111 | 93 | 130 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 5332 | 2311 | 3021 | 5332 | 2311 | 3021 |
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 | 195440 | 320605 | -583551 | -346064 | -25021 | -584662 |
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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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