Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605481.9298 | 1619223.2797 | -13741.3499 | 301675.8299 | 336387.7754 | -34711.9455 |
Total P&L (%) | 1605.4819 | 1619.2233 | -13.7414 | 301.6758 | 336.3878 | -34.7119 |
Avg Daily Profit (%) | 0.6751 | 0.6809 | -0.0058 | 0.0585 | 0.062 | -0.0179 |
Buy And Hold Return (%) | 483.6739 | 483.6739 | 483.6739 | 483.6739 | 483.6739 | 483.6739 |
Max Trade Drawdown | -149979 | -122985 | -133404 | -957169 | -912736 | -544827 |
Profit Factor | 2.6992 | 4.4041 | 0.9707 | 1.0678 | 1.1481 | 0.984 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 47.541 | 44.5652 | 50.5495 | 47.541 | 44.5652 | 50.5495 |
Ratio Avg Win / Avg Loss | 2.9784 | 5.4783 | 0.9496 | 1.1783 | 1.4281 | 0.9627 |
Largest Winning Trade | 1383168 | 1383168 | 48638 | 1057714 | 1057714 | 249352 |
Largest Losing Trade | -70291 | -56077 | -70291 | -417713 | -205435 | -417713 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 4675 | 2168 | 2507 | 4675 | 2168 | 2507 |
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 | 529231 | 524157 | -580740 | -426230 | -335712 | -580740 |
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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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