Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036815.7069 | 1069642.7119 | -32827.005 | 393864.3917 | 1323555.0894 | -929690.6978 |
Total P&L (%) | 1036.8157 | 1069.6427 | -32.827 | 393.8644 | 1323.5551 | -929.6907 |
Avg Daily Profit (%) | 0.5721 | 0.5902 | -0.0181 | 0.0882 | 0.1466 | 0 |
Buy And Hold Return (%) | 402.8923 | 402.8923 | 402.8923 | 402.8923 | 402.8923 | 402.8923 |
Max Trade Drawdown | -174764 | -96979 | -149694 | -964690 | -516432 | -1043472 |
Profit Factor | 2.2275 | 3.703 | 0.9269 | 1.0935 | 1.7268 | 0.6114 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Profitability (%) | 48.1481 | 50.6173 | 45.679 | 48.1481 | 50.6173 | 45.679 |
Ratio Avg Win / Avg Loss | 2.3988 | 3.6126 | 1.1022 | 1.1776 | 1.6847 | 0.727 |
Largest Winning Trade | 687066 | 687066 | 73707 | 900834 | 900834 | 196785 |
Largest Losing Trade | -46625 | -46625 | -36531 | -267207 | -183904 | -267207 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 48 | 38 | 59 | 48 | 38 | 59 |
Avg Bars in Losers | 19 | 24 | 14 | 19 | 24 | 14 |
Bars Traded | 5389 | 2568 | 2821 | 5389 | 2568 | 2821 |
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 | 435440 | 105143 | -592749 | -358607 | -8325 | -594416 |
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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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