Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1633442.6304 | 1665978.6972 | -32536.0668 | 369045.787 | 871246.2151 | -502200.428 |
Total P&L (%) | 1633.4426 | 1665.9787 | -32.5361 | 369.0458 | 871.2462 | -502.2004 |
Avg Daily Profit (%) | 0.6923 | 0.7061 | -0.0138 | 0.0655 | 0.0964 | 0 |
Buy And Hold Return (%) | 776.9481 | 776.9481 | 776.9481 | 776.9481 | 776.9481 | 776.9481 |
Max Trade Drawdown | -167849 | -163980 | -112111 | -3296348 | -3334132 | -1420210 |
Profit Factor | 2.6448 | 3.9915 | 0.9254 | 1.0335 | 1.1309 | 0.8852 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Profitability (%) | 40.4651 | 41.6667 | 39.2523 | 40.4651 | 41.6667 | 39.2523 |
Ratio Avg Win / Avg Loss | 3.8913 | 5.5881 | 1.4322 | 1.5205 | 1.5832 | 1.37 |
Largest Winning Trade | 1406854 | 1406854 | 55723 | 3122424 | 3122424 | 735029 |
Largest Losing Trade | -30823 | -30823 | -21583 | -849085 | -849085 | -433380 |
Avg Bars in Trades | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Winners | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 9287 | 4263 | 5024 | 9287 | 4263 | 5024 |
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 | 306034 | 359421 | -583560 | -456422 | -270847 | -583560 |
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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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