Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1419003.1918 | 1408101.7195 | 10901.4722 | 954358.9299 | 1622992.293 | -668633.3631 |
Total P&L (%) | 1419.0032 | 1408.1017 | 10.9015 | 954.3589 | 1622.9923 | -668.6334 |
Avg Daily Profit (%) | 0.78 | 0.774 | 0.006 | 0.1296 | 0.1566 | 0 |
Buy And Hold Return (%) | 673.4238 | 673.4238 | 673.4238 | 673.4238 | 673.4238 | 673.4238 |
Max Trade Drawdown | -108760 | -76516 | -74035 | -1538638 | -777420 | -1013119 |
Profit Factor | 2.9955 | 4.9929 | 1.0304 | 1.1547 | 1.5928 | 0.8052 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 40.3509 | 40 | 40.6977 | 40.3509 | 40 | 40.6977 |
Ratio Avg Win / Avg Loss | 4.4281 | 7.4894 | 1.5015 | 1.7069 | 2.3892 | 1.1733 |
Largest Winning Trade | 768182 | 768182 | 76475 | 1435182 | 1435182 | 394606 |
Largest Losing Trade | -42091 | -33798 | -42091 | -489939 | -264898 | -489939 |
Avg Bars in Trades | 29 | 35 | 23 | 29 | 35 | 23 |
Avg Bars in Winners | 45 | 58 | 33 | 45 | 58 | 33 |
Avg Bars in Losers | 18 | 21 | 16 | 18 | 21 | 16 |
Bars Traded | 5046 | 3058 | 1987 | 5046 | 3058 | 1987 |
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 | 358647 | 368463 | -540221 | -107501 | 82095 | -582775 |
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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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