Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266655.0183 | 1299263.2919 | -32608.2736 | 97599.6088 | -344859.482 | 442459.0909 |
Total P&L (%) | 1266.655 | 1299.2633 | -32.6083 | 97.5996 | -344.8595 | 442.4591 |
Avg Daily Profit (%) | 0.7095 | 0.7278 | -0.0183 | 0.0382 | 0 | 0.0948 |
Buy And Hold Return (%) | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 | 338.4081 |
Max Trade Drawdown | -171797 | -228250 | -109275 | -2838663 | -3820224 | -812062 |
Profit Factor | 2.3386 | 3.726 | 0.9306 | 1.0121 | 0.9305 | 1.1437 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 36.612 | 32.6087 | 40.6593 | 36.612 | 32.6087 | 40.6593 |
Ratio Avg Win / Avg Loss | 4.049 | 7.7004 | 1.3581 | 1.7524 | 1.923 | 1.6692 |
Largest Winning Trade | 1189461 | 1189461 | 48984 | 2103582 | 2103582 | 810790 |
Largest Losing Trade | -48927 | -35766 | -48927 | -881997 | -881997 | -366135 |
Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Winners | 100 | 94 | 104 | 100 | 94 | 104 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 10496 | 4841 | 5655 | 10496 | 4841 | 5655 |
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 | 365318 | 359023 | -583054 | -518018 | -585071 | -201864 |
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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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