Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536393.0722 | 1635165.5415 | -98772.4693 | 1578.958 | 1993347.6434 | -1991768.6854 |
Total P&L (%) | 1536.3931 | 1635.1655 | -98.7725 | 1.579 | 1993.3476 | -1991.7687 |
Avg Daily Profit (%) | 0.8437 | 0.8979 | -0.0542 | 0.0009 | 0.1672 | 0 |
Buy And Hold Return (%) | 720.936 | 720.936 | 720.936 | 720.936 | 720.936 | 720.936 |
Max Trade Drawdown | -207904 | -128817 | -149069 | -3575152 | -2196539 | -2326050 |
Profit Factor | 2.3773 | 3.6826 | 0.8048 | 1.0001 | 1.3368 | 0.5845 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 43.5897 | 39.7436 | 47.4359 | 43.5897 | 39.7436 | 47.4359 |
Ratio Avg Win / Avg Loss | 3.0765 | 5.5833 | 0.8918 | 1.2943 | 2.0268 | 0.6477 |
Largest Winning Trade | 1281893 | 1281893 | 64512 | 2260708 | 2260708 | 668195 |
Largest Losing Trade | -54678 | -45079 | -54678 | -1023870 | -1023870 | -794682 |
Avg Bars in Trades | 33 | 37 | 29 | 33 | 37 | 29 |
Avg Bars in Winners | 38 | 47 | 30 | 38 | 47 | 30 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 5279 | 2945 | 2334 | 5279 | 2945 | 2334 |
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 | 361508 | -23468 | -615955 | -579478 | -32589 | -615955 |
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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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