Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186246.0566 | 1122363.8471 | 63882.2096 | 467316.4688 | -965012.8511 | 1432329.32 |
Total P&L (%) | 1186.2461 | 1122.3638 | 63.8822 | 467.3165 | -965.0129 | 1432.3293 |
Avg Daily Profit (%) | 0.6397 | 0.6053 | 0.0345 | 0.0936 | 0 | 0.1473 |
Buy And Hold Return (%) | 30.4391 | 30.4391 | 30.4391 | 30.4391 | 30.4391 | 30.4391 |
Max Trade Drawdown | -173313 | -124864 | -64734 | -3456506 | -3164294 | -1658149 |
Profit Factor | 2.7572 | 3.9713 | 1.2148 | 1.0334 | 0.8747 | 1.2276 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 74 | 29 | 45 | 74 | 29 | 45 |
Losing Trades | 97 | 57 | 40 | 97 | 57 | 40 |
Profitability (%) | 43.2749 | 33.7209 | 52.9412 | 43.2749 | 33.7209 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.6142 | 7.8057 | 1.0799 | 1.3546 | 1.7192 | 1.0912 |
Largest Winning Trade | 1040021 | 1040021 | 53702 | 1556632 | 1556632 | 1284718 |
Largest Losing Trade | -17868 | -17868 | -16589 | -464283 | -416836 | -464283 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 46 | 67 | 33 | 46 | 67 | 33 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 5454 | 3149 | 2305 | 5454 | 3149 | 2305 |
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 | 552162 | 427941 | -153208 | -253453 | -584655 | 143331 |
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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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