Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086044.0883 | 1098859.0994 | -12815.0111 | 417872.6374 | 778859.997 | -360987.3596 |
Total P&L (%) | 1086.0441 | 1098.8591 | -12.815 | 417.8726 | 778.86 | -360.9874 |
Avg Daily Profit (%) | 0.5929 | 0.5999 | -0.007 | 0.0898 | 0.1187 | 0 |
Buy And Hold Return (%) | 540.0447 | 540.0447 | 540.0447 | 540.0447 | 540.0447 | 540.0447 |
Max Trade Drawdown | -166812 | -154391 | -61798 | -1435592 | -1168812 | -547931 |
Profit Factor | 2.3002 | 2.8259 | 0.9451 | 1.0751 | 1.1903 | 0.7547 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 50.2959 | 47.619 | 52.9412 | 50.2959 | 47.619 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.2731 | 3.1085 | 0.8401 | 1.0624 | 1.3093 | 0.6708 |
Largest Winning Trade | 884349 | 884349 | 24647 | 688692 | 688692 | 128626 |
Largest Losing Trade | -54001 | -54001 | -24006 | -464914 | -464914 | -158199 |
Avg Bars in Trades | 31 | 60 | 3 | 31 | 60 | 3 |
Avg Bars in Winners | 36 | 73 | 3 | 36 | 73 | 3 |
Avg Bars in Losers | 27 | 49 | 4 | 27 | 49 | 4 |
Bars Traded | 5406 | 5086 | 320 | 5406 | 5086 | 320 |
Profit Streak | 0 | 82.0363 | 0 | 0 | 82.0363 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355819 | 341837 | -580445 | -375829 | -74232 | -580445 |
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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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