Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338130.4441 | 1305293.9682 | 32836.4758 | 2491978.0908 | 2527043.9575 | -35065.8667 |
Total P&L (%) | 1338.1304 | 1305.294 | 32.8365 | 2491.9781 | 2527.044 | -35.0659 |
Avg Daily Profit (%) | 0.6112 | 0.5962 | 0.015 | 0.1488 | 0.1494 | -0.0197 |
Buy And Hold Return (%) | 628.0501 | 628.0501 | 628.0501 | 628.0501 | 628.0501 | 628.0501 |
Max Trade Drawdown | -109481 | -81639 | -84398 | -1225201 | -699583 | -766557 |
Profit Factor | 2.8643 | 4.8916 | 1.0859 | 1.4744 | 2.0576 | 0.9878 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Profitability (%) | 48.0663 | 42.8571 | 53.3333 | 48.0663 | 42.8571 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.0947 | 6.5221 | 0.9501 | 1.593 | 2.7435 | 0.8643 |
Largest Winning Trade | 825434 | 825434 | 60186 | 1850461 | 1850461 | 427460 |
Largest Losing Trade | -31457 | -20575 | -31457 | -571340 | -194192 | -571340 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 6099 | 2844 | 3255 | 6099 | 2844 | 3255 |
Profit Streak | 77.1065 | 113.1065 | 0 | 77.1065 | 113.1065 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423217 | 368893 | -466195 | 243183 | 215858 | -580659 |
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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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