Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087685.053 | 1100502.105 | -12817.052 | 318125.9004 | 71719.8312 | 246406.0692 |
Total P&L (%) | 1087.6851 | 1100.5021 | -12.8171 | 318.1259 | 71.7198 | 246.4061 |
Avg Daily Profit (%) | 0.5806 | 0.5875 | -0.0068 | 0.0764 | 0.0289 | 0.0663 |
Buy And Hold Return (%) | 386.5097 | 386.5097 | 386.5097 | 386.5097 | 386.5097 | 386.5097 |
Max Trade Drawdown | -140111 | -115102 | -149251 | -519527 | -572546 | -218644 |
Profit Factor | 2.0471 | 3.1006 | 0.9751 | 1.1081 | 1.0425 | 1.1959 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Profitability (%) | 42.6316 | 33.6842 | 51.5789 | 42.6316 | 33.6842 | 51.5789 |
Ratio Avg Win / Avg Loss | 2.7548 | 6.1042 | 0.9154 | 1.4911 | 2.0525 | 1.1227 |
Largest Winning Trade | 605376 | 605376 | 47479 | 434965 | 434965 | 199186 |
Largest Losing Trade | -52029 | -39594 | -52029 | -125494 | -125494 | -110782 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 39 | 45 | 36 | 39 | 45 | 36 |
Avg Bars in Losers | 21 | 22 | 19 | 21 | 22 | 19 |
Bars Traded | 5563 | 2869 | 2694 | 5563 | 2869 | 2694 |
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 | 371263 | 265714 | -580596 | -359986 | -499382 | -274941 |
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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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