Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020396.7621 | 1027310.3896 | -6913.6275 | 91082.276 | 377367.1149 | -286284.8389 |
Total P&L (%) | 1020.3968 | 1027.3104 | -6.9136 | 91.0823 | 377.3671 | -286.2848 |
Avg Daily Profit (%) | 0.5482 | 0.5519 | -0.0037 | 0.0348 | 0.084 | 0 |
Buy And Hold Return (%) | 62.2991 | 62.2991 | 62.2991 | 62.2991 | 62.2991 | 62.2991 |
Max Trade Drawdown | -113421 | -126468 | -85772 | -924149 | -787729 | -587642 |
Profit Factor | 2.3196 | 3.8718 | 0.9834 | 1.0257 | 1.2298 | 0.8491 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 45.5696 | 40.5063 | 50.6329 | 45.5696 | 40.5063 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.7706 | 5.6867 | 0.9588 | 1.2252 | 1.8063 | 0.8278 |
Largest Winning Trade | 1039529 | 1039529 | 61812 | 613656 | 613656 | 288814 |
Largest Losing Trade | -36010 | -23732 | -36010 | -184965 | -184965 | -155870 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 29 | 23 | 33 | 29 | 23 | 33 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3606 | 1523 | 2083 | 3606 | 1523 | 2083 |
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 | 533273 | -12359 | -607376 | -361288 | -111032 | -607376 |
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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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