Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1400158.8047 | 1338978.5225 | 61180.2822 | 2932093.8521 | 2877129.1359 | 54964.7162 |
Total P&L (%) | 1400.1588 | 1338.9785 | 61.1803 | 2932.0939 | 2877.1291 | 54.9647 |
Avg Daily Profit (%) | 0.6395 | 0.6116 | 0.0279 | 0.156 | 0.1551 | 0.02 |
Buy And Hold Return (%) | 577.4822 | 577.4822 | 577.4822 | 577.4822 | 577.4822 | 577.4822 |
Max Trade Drawdown | -182968 | -156762 | -78181 | -1453342 | -1166124 | -709418 |
Profit Factor | 2.6908 | 3.6209 | 1.1929 | 1.5063 | 1.8249 | 1.0239 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 82 | 33 | 49 | 82 | 33 | 49 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 37.788 | 30.5556 | 44.9541 | 37.788 | 30.5556 | 44.9541 |
Ratio Avg Win / Avg Loss | 4.43 | 8.2292 | 1.4607 | 2.4799 | 4.1476 | 1.2537 |
Largest Winning Trade | 743470 | 743470 | 46717 | 1438887 | 1438887 | 402884 |
Largest Losing Trade | -27410 | -27410 | -26679 | -336334 | -336334 | -223312 |
Avg Bars in Trades | 29 | 44 | 13 | 29 | 44 | 13 |
Avg Bars in Winners | 51 | 98 | 19 | 51 | 98 | 19 |
Avg Bars in Losers | 15 | 21 | 8 | 15 | 21 | 8 |
Bars Traded | 6357 | 4850 | 1507 | 6357 | 4850 | 1507 |
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 | 343224 | 206865 | -331644 | 197997 | 69804 | -528129 |
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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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