Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105130.4944 | 1189637.6804 | -84507.1859 | -92459.5476 | 540595.1573 | -633054.7049 |
Total P&L (%) | 1105.1305 | 1189.6377 | -84.5072 | -92.4595 | 540.5952 | -633.0547 |
Avg Daily Profit (%) | 0.4651 | 0.5007 | -0.0356 | -0.1087 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -396193 | -219654 | -297448 | -2655142 | -2056135 | -884199 |
Profit Factor | 1.8441 | 2.9149 | 0.8772 | 0.9838 | 1.1577 | 0.7239 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 46.4865 | 44.086 | 48.913 | 46.4865 | 44.086 | 48.913 |
Ratio Avg Win / Avg Loss | 2.1229 | 3.6969 | 0.9161 | 1.1326 | 1.4683 | 0.756 |
Largest Winning Trade | 886481 | 886481 | 69573 | 2336661 | 2336661 | 383639 |
Largest Losing Trade | -79548 | -50803 | -79548 | -1350293 | -1350293 | -539077 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 16 | 12 | 21 | 16 | 12 | 21 |
Bars Traded | 4630 | 2042 | 2588 | 4630 | 2042 | 2588 |
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 | 492601 | 498441 | -581231 | -579231 | -137517 | -581231 |
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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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