Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470045.8715 | 1496845.8479 | -26799.9764 | 325369.1844 | 1299378.7629 | -974009.5784 |
Total P&L (%) | 1470.0459 | 1496.8458 | -26.8 | 325.3692 | 1299.3788 | -974.0096 |
Avg Daily Profit (%) | 0.8059 | 0.8206 | -0.0147 | 0.0794 | 0.1448 | 0 |
Buy And Hold Return (%) | 696.8427 | 696.8427 | 696.8427 | 696.8427 | 696.8427 | 696.8427 |
Max Trade Drawdown | -196105 | -135557 | -186186 | -1065150 | -676664 | -998253 |
Profit Factor | 2.4805 | 4.1207 | 0.9478 | 1.0779 | 1.6811 | 0.5711 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 43.3155 | 38.7097 | 47.8723 | 43.3155 | 38.7097 | 47.8723 |
Ratio Avg Win / Avg Loss | 3.2461 | 6.5245 | 1.032 | 1.4105 | 2.6618 | 0.6219 |
Largest Winning Trade | 1030076 | 1030076 | 69864 | 723044 | 723044 | 140302 |
Largest Losing Trade | -69915 | -30925 | -69915 | -574345 | -309292 | -574345 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5312 | 2556 | 2756 | 5312 | 2556 | 2756 |
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 | 374320 | 360479 | -579964 | -388927 | -8393 | -581630 |
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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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