Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1674258.0588 | 1702880.4492 | -28622.3903 | 39982.2984 | 66815.6598 | -26833.3614 |
Total P&L (%) | 1674.2581 | 1702.8804 | -28.6224 | 39.9823 | 66.8157 | -26.8334 |
Avg Daily Profit (%) | 0.9041 | 0.9196 | -0.0155 | 0.0182 | 0.0276 | -0.0169 |
Buy And Hold Return (%) | 64.9207 | 64.9207 | 64.9207 | 64.9207 | 64.9207 | 64.9207 |
Max Trade Drawdown | -195480 | -176414 | -38841 | -856619 | -834445 | -195318 |
Profit Factor | 2.6953 | 3.3815 | 0.895 | 1.0108 | 1.023 | 0.9667 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 83 | 38 | 45 | 83 | 38 | 45 |
Losing Trades | 83 | 45 | 38 | 83 | 45 | 38 |
Profitability (%) | 50 | 45.7831 | 54.2169 | 50 | 45.7831 | 54.2169 |
Ratio Avg Win / Avg Loss | 2.6953 | 4.0044 | 0.7558 | 1.0108 | 1.2115 | 0.8163 |
Largest Winning Trade | 1499577 | 1499577 | 40541 | 433617 | 433617 | 77741 |
Largest Losing Trade | -58901 | -50192 | -58901 | -364509 | -364509 | -117491 |
Avg Bars in Trades | 44 | 79 | 8 | 44 | 79 | 8 |
Avg Bars in Winners | 57 | 118 | 6 | 57 | 118 | 6 |
Avg Bars in Losers | 30 | 47 | 10 | 30 | 47 | 10 |
Bars Traded | 7315 | 6630 | 685 | 7315 | 6630 | 685 |
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 | 693651 | 639512 | -580285 | -542162 | -509827 | -580285 |
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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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